Hi Colin,
There is no specific function within the DLO client for the task you've described. A workaround would be to go into the properties for the DLO shortcut in the PROGRAMS|STARTUP menu. If you remove the -u from the end of the Target: path, the DLO client will open on the desktop instead of minimized on the taskbar upon launch. This will then display the progress indicator of a backup. Clicking the X on the window will not close the client, only minimize it to the taskbar.
Please let me know if you have any further questions, or if I can be of further assistance.
Greg