Returning progress messages during an async process

I have seen numerous examples of progressbars using ajax during long running
processes.

My issue is basically I have a long running process that must be implemented
using a web front end. My thoughts are to use a web service or WCF service
that will manage threading etc. I need to be able to return messages to the
user through the browser while the process is in action. Is it possible
through ajax to keep sending messages to the browser based on what is taking
place in the service?

Thanks for any ideas!
Ron