Alexandre,
just an idea, while there is no build in functionality, as Fabrice says.
Maybe you can use a stored procedure, acting as a receiver.
Use a variable (like a buffer or string) to pass your file, in pieces. The stored proc saves these pieces locally on the server, on disk or in memory.
You can also send the total file length or some other indicator everything has been send,
Then the stored proc (or another one) puts all those pieces together and finally saves this data.
You now the lenght of the file before hand. You know how many bytes have been send. So you can show a progressbar.
And last but not least: share this code with us