add a progress bar
add a progress bar between the results button and the export results button.
Allow the currently running statements update the progress.
this.Progress = ....
It can just be a number between 1 and 100, keep it simple. It will allow us to have some idea how long a query is taking.
We use linqpad for maintenance tasks as well as it's intended purpose and this would be a kewl feature.

Usage: Util.Progress = 50;
Assigning a value “hijacks” the main progress bar, turning it from a marquee into a continuous progressbar.
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Pete Wilson commented
I will second the idea of being able to replace Executing with text (e.g. current percentage, total count, etc.)
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Bent Rasmussen commented
I'd prefer a "modal" style progress bar where you can write status text. But I suppose this can be simulated with WinForms.