Merci !
En fait j'ai deja commencé a bosser dessus, mais sans passer pas SwingWorker !
J'ai un probleme lié a l'EDT et au fait que j'utilise des fonctions de dessins ... je met le code au cas ou si quelqu'un aurait une solution pour le faire marcher correctement !

import java.awt.BorderLayout;
import java.awt.Color;
import java.awt.Point;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;
import java.awt.image.BufferedImage;
import java.util.Random;
import java.awt.geom.*;
import java.awt.*;
import java.awt.event.*;
import javax.swing.*;

import javax.swing.ImageIcon;
import javax.swing.JButton;
import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.JProgressBar;
import javax.swing.SwingUtilities;

public class TestProgressBar extends JFrame implements ActionListener {
    private JProgressBar jj;

    private DrawClass dc;
    private JButton b1;
    private final static int MAX_POINTS = 100;

    public TestProgressBar() {
        super();
        jj = new JProgressBar(0, MAX_POINTS);
        b1 = new JButton("Start");
        b1.addActionListener(this);
        JPanel buttonPanel = new JPanel();
        buttonPanel.add(b1);

        dc=new DrawClass(jj);
	getContentPane().setLayout(new BorderLayout());
        getContentPane().add(buttonPanel, BorderLayout.WEST);
        getContentPane().add(dc, BorderLayout.CENTER);
	getContentPane().add(jj, BorderLayout.SOUTH);
    }

    public static void main(String args[]) {
        SwingUtilities.invokeLater(new Runnable() {
            public void run() {
                TestProgressBar dialog = new TestProgressBar();
                dialog.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
		dialog.setSize(500,500);
                dialog.setVisible(true);
            }
        });
    }
  
    public void actionPerformed(ActionEvent evt) {
        Object source = evt.getSource();
        if (source == b1) {
            b1.setEnabled(false);
	    dc.setAction();
            jj.setValue(0);

            Thread t = new Thread(new Runnable() {
                public void run() {
                    dc.repaint();
                }
            });
            t.start();
        }
    }



    class DrawClass extends JPanel{
	private JProgressBar jpb;
	private boolean action=false;
	Graphics2D g2;


	public DrawClass(JProgressBar j){
	    jpb=j;
	}

	private void printPoint(final Point p, final Color c) {
	    SwingUtilities.invokeLater(new Runnable() {
		    public void run() {
			g2.setColor(c);
			Rectangle2D.Float rd = new Rectangle2D.Float(p.x,p.y,5,5);
			g2.fill(rd);
			System.out.println("point add: " + p);
		    }
		});
	}

	public void setAction(){
	    action=true;
	}
	
	public void paint(Graphics g){
	    g2 =(Graphics2D)g;
	    if (action){
		g2.clearRect(0,0,getSize().width,getSize().height);
		generatePoints();
	    }
	    else
		g2.clearRect(0,0,getSize().width,getSize().height);
	}

	private Random r = new Random();
	
	private void generatePoints() {
	    for (int i = 0; i < MAX_POINTS; i++) {
		Point p = randomPoint();
		Color c = randomColor();
		printPoint(p,c);
		updateBar(i+1);
		
		System.out.println("n:" + i);
		if (!SwingUtilities.isEventDispatchThread()) {
		    try {
			Thread.sleep(20);
		    } catch (Exception e) {
			e.printStackTrace();
		    }
		} else {
		    System.err.println("generate Point from EDT");
		}
        }
	    SwingUtilities.invokeLater(new Runnable() {
		    public void run() {
                b1.setEnabled(true);
		    }
		});
	}

	private void updateBar(final int i) {
	    SwingUtilities.invokeLater(new Runnable() {
		    public void run() {
			jpb.setValue(i);
			jpb.repaint();
			System.out.println("bar updated: " + i);
		    }
		});
	}
	private Point randomPoint() {
	    return new Point(r.nextInt(getSize().width), r.nextInt(getSize().height));
	}
	
	private Color randomColor() {
	    return new Color(r.nextInt(256), r.nextInt(256), r.nextInt(256));
	}
    }



}