sendAsynchronousRequest won't work for your purposes as it doesn't call your callback until the request has completed. You'll need to use initRequest:withDelegate: and handle your own data accumulation.
When the header is received (possibly multiple times for redirects) your didReceiveResponse method will be called, you can pick up the expected size there:
-(void)connection:(NSURLConnection *)connection didReceiveResponse:(NSURLResponse *)response
{
_expectedBytes = (NSUInteger)response.expectedContentLength;
_data = [NSMutableData dataWithCapacity:_expectedBytes];
// make a progress update here
}
You'll receive a call to the delegate method didReceiveData each time a chunk of data is received, so you know how much data you've received up to this point.
-(void)connection:(NSURLConnection *)connection didReceiveData:(NSData *)data
{
[_data appendData:data];
_receivedBytes = _data.length;
// make a progress update here
}