DivXtoDVD should have a green bar that moves across as it converts (it may appear not to move for a big file) but it should have a progressing frame count at the bottom.
I dunno how much WinAVIvideoconverter is (I would be breaching forum rules to tell you how I got my copy
), I vaguely remember it is worth around $60US, but that could be wrong.
It is very simple to use. Download it and try it, it has a demo version (puts a logo on your video from memory)