Progressive music is a genre where a certain song is made up of many many many chord progression or many many many key progession changes which thus the term "progessive". Plus most "progressive" songs r long and have a more technical ability to it. Check out some some of the examples:
Originator of Progressive music:
Beatles - Sgt Pepper's album
Grandaddies of Progressive music:
ELP, Yes, Rush and Genesis
More examples of progressive music into their own sub-genres:
Marilion, Spock's Beard, etc.. - Prog Rock
Dream Theater, Shadow Gallery, etc... - Prog Metal
Opeth - Prog Death/Doom Metal
Plus nowadays there is even more and more sub-genres of prog music eg.
Prog Death Metal, Prog Black Metal, Prog Neo-Classical Metal, Prog Symphonic Metal, Prog Melodic Death, and the list goes on and on...