Rory,
I assume you're playing with the BridgeTalkIterator?
If so, when you add your message to the Iterator queue, the arguments are:
btIterator.addMessage( target, script, filename )
If you include the file name on the addMessage call, it will show the filename in the progress palette for you.
As for the amazing disappearing statictext element, I have no idea how that could be happening from the iterator itself.
Could you post the line(s) of code you are using to update the progress palette? It's possible you are overwriting a key property or method name of the statictext element.
Bob
Adobe Workflow Scripting