Threads: http://docs.oracle.com/javase/6/docs/api/java/lang/Thread.html
If you show some code or clarify your question bit better I can offer you better help but from what I digested you want to update your jProgressBar on some time interval well easy option is to create another thread.
Thread t = new Thread(new Runnable(){
public void run()
{
// Here you can use Timer or Thread sleep 1s up to X seconds
// and on each iteration increment your jProgressBar.
// TODO: Your code...
return; // To kill the thread
}
});
t.start();