On the other hand, time tables should provide actual data in linear time (not some "apparent time" – "You'll arrive in 'just fine' at your destination."). I don't know the extent of the download, but, if not not substantial, it should just add a small offset prior to the main operation. Otherwise, if you're downloading a huge database, you can draw estimates from progress and display a sub-progress of this first task. (There are APIs for this).

In the now gone days of usability, it was considered good practice to annotate the progress bar of a complex task by displaying textual information regarding the sub-task and the progress made. This could be considered here as well. (E.g., "Loading data, estimate: 3.4 secs.")