It's me again 
First I saw these cases :
Wait
default=no cancel key
* no interruption
* interrupt display with cancel key
Progress
default =non-blocking and manual
global = 1 (non-blocking)
time=0 or None (manual)
* blocking and automatic
glob=0
time>zero
*stops when time elapsed*
* non-blocking and manual
glob=1
time=0
*stops when bars() = max *
* non-blocking and automatic
glob=1
time>zero
*stop when bars() = max or time elapsed*
* blocking and manual
glob=0
time=0
Nothing done
Secondly some remarks :
* I suggest hide instead of close because you hide widget !
* update dialog to 0.2 doesn't work
workaround : desinstall 0.1 first then install 0.2
* allowing choice location for installing on c: or e:
because now it works with new Pys60 (works with N80 !)
* bars=5000 and time=10 ==> 80 secs ! (look my example below !)
* in Progress , global parameter doesn't exist
you want say surely glob 
perhap glob name is irrelevant here replace it by something like blocking
* in my example I find these bugs (on N93)
- wait cancel : when I press cancel python script quit !
- progress auto blocking : when I press cancel python script quit !
sometimes after using some progress python quit also !
At least my example
Code:
import e32, appuifw
from dialog import Wait, Progress
from e32 import ao_sleep as sleep
appuifw.app.title= u''
def info(arg):
appuifw.app.title= u'%s'%arg
def end_script():
script_lock.signal()
def wait():
info("")
dlg = Wait(u"Hello Wait note :)")
dlg.show()
info("Show")
sleep(3)
dlg.show()
dlg.set_label(u'Wait! Don\'t go :\'(')
info("Change label")
sleep(2)
dlg.close()
info("Wait, that's not finished!")
sleep(3)
dlg.show(u'Me again ;)')
sleep(3)
dlg.close()
sleep(3)
dlg.show()
info("Show again with the last label")
sleep(2)
dlg.close()
info("that's finished !")
def wait_cancel():
info("")
dlg = Wait(u"press cancel for exit before 5 sec :)",1 )
dlg.show()
info("Show")
sleep(1)
info("remains 4 secs")
sleep(1)
info("remains 3 secs")
sleep(1)
info("remains 2 secs")
sleep(1)
info("remains 1 secs")
sleep(1)
info("too late !")
def progress80sec():
info(u'')
pgrs = Progress(label=u"Hello Progress :)\n It's LFD", max=5000, time=10 ,glob=1 )
try:
pgrs.show()
info("Show")
sleep(1)
info("Bar num: %d", pgrs.bars())
sleep(3)
print("Bar num: %d", pgrs.bars())
info("finished.")
except:
info("finished !")
pgrs.close()
def progress_automatic_nonblocking():
info(u'')
pgrs = Progress(label=u"Hello Progress :)", max=15, time=5 ,glob=1 )
pgrs.show()
sleep(1)
info("Bar num: %d"%pgrs.bars())
sleep(6)
pgrs.close()
def progress_automatic_blocking():
info(u'')
pgrs = Progress(label=u"Hello Progress :)", max=15, time=5 ,glob=0 )
info(u'block')
pgrs.show()
info(u'deblock')
pgrs.close()
sleep(2)
def progress_manual_nonblocking():
info(u'')
pgrs = Progress(label=u"Hello Progress :)", max=15,glob=1 )
pgrs.show()
sleep(1)
info("Bar num: %d"%pgrs.bars())
sleep(4)
pgrs.step()
sleep(1)
pgrs.step(3)
sleep(2)
pgrs.close()
script_lock=e32.Ao_lock()
appuifw.app.menu=[(u'Wait ', wait),(u'Wait cancel',wait_cancel),(u'LONG progress',progress80sec),(u'Progress auto NB', progress_automatic_nonblocking),(u'Progress auto Blocking',progress_automatic_blocking ),(u'Progress manual NB',progress_manual_nonblocking ),(u'Exit', end_script)]
appuifw.app.exit_key_handler = end_script
script_lock.wait()
I hope that this can help you with the debugging

Best regards
Cyke64