title: wx.ProgressDialog disappears
body: <p>The progress dialog disappers rather then the <em>cancel</em> button changing to a <em>close</em> button when it is to be destroyed (and the <code>PD_AUTO_HIDE</code> flag is <em>not</em> set). </p>
  
  <pre><code>    progressDlg = wx.ProgressDialog("Organizing music files",
                                          "This may take some time..",
                                          maximum=9999,
                                          parent=self,
                                          style = wx.PD_CAN_ABORT
                                          |wx.PD_APP_MODAL
                                          |wx.PD_ELAPSED_TIME)
                                          )
  
      progressDlg.SetSize((400, 200))
      while self.working:
          wx.MilliSleep(250)
          progressDlg.Pulse(os.getcwd())
      progressDlg.Destroy()
  </code></pre>