How to change the width of the progress bar

Some themes have a dedicated spot in the settings that you can add a few bits of custom CSS for the element you want or you could use CSS Injector

I'm not sure which progress bar you mean but by right-clicking on it and selecting "Inspect element" or something similar you can find out the ID, element, and/or class that you need to target.

If you are talking about the progress bar shown by batch processes (for example, the one shown when you update your site), that seems to be themed by theme_progress_bar() and the css is defined in system.css and changed by pretty much every theme, like Basis (skin.css) and Seven (style.css).

I would experiment with setting the css property width for css class .progress .bar {}. I believe CSS injector can help you do that (I would avoid changing the file system.css since you'll lose all changes next time you update your site). Alternatively you can create a subtheme of Basis or Seven, set your site to use that subtheme, and then modify those css files I listed above.