Peggy Sue,
I always wonder where they come up with this stuff -- when you save a file in Photoshop as a .jpg, you get a dialog box that asks you to select the compression level and offers 3 other choices at the bottom: Baseline (Standard), Baseline Optimized and Progressive. That's where the "progressive" comes from. I always save jpegs as Baseline Optimized but the "progressive" alternative is in that menu.
Good luck.
Jim