Work in progress.... but here are some links:
http://forums.pentaho.org/showthread.php?t=51035
http://forums.pentaho.org/showthread.php?t=57018
Instructions for Progress 9.1(C/D and probably more versions)
Copy your JdbcProgress.dll and Procli92.dll files from your Progress installation to the libswt\win32 folder of your PDI installation.
Copy jdbc.zip and progress.zip from your Progress installation to the libext folder of your PDI installation and rename both files .jar
All you need now is to connect to your database, load PDI and set the database type to Generic database, in the generic tab use a format like the following:
jdbc:jdbcprogress:T:myserver:mydatabase:mydatabase com.progress.sql.jdbc.JdbcProgressDriver
Where myserver is the name of your server, and mydatabase is the name of your database.
In the General tab enter your database username and password, probably SYSPROGRESS and hit the test button. You should get an Ok message.
I had a 45x speed up over the ODBC drivers, so its worth pursuing.