it is very straightforward to use this progress bar; first initialize it by calling

prgHandle = prgbar('UserData', steps);

in which 'steps' is the number of turns takes to complete the progress bar. At the moment there are two buttons on it; one to pause/continue functionality and the other other to terminate the computation; the later should be controlled by the user like example.
After initializing in every turn of the loop one can check to see if the bar is alive or not(like the example); in case that the bar is closed, the desired operation can be done.

if ~ishandle(prgHandle)
msgbox('message');
return;
end

in every turn bar should be updated (in the other words it should progress), which can easily be done by calling:

prgbar('goahead');

finally bar can be closed after completing simply by calling

close(prgHandle)