Just created a TextPad Macro for adding a lr_vuser_status_message for each lr_strart_transaction statement in a LoadRunner script. Lr_vuser_status_messages are good as they output to the contoller so that you can see the status of your script when running in a load test.
To use the macro just put this in your TextPad macro directory. On my PC this is C:\Users\LoadTestGuy\AppData\Roaming\Helios\TextPad\5.0 and then in TextPad add the macro to the menu from Configure -> Prefrences -> Macro.
All you do then is copy you LoadRunner script from VUGen to TextPad run the macro and then copy the script back to VUGen.
Here is the macro VUserStatus and save it as VUserStatus.TPM (remove the .doc extension) to you macro directory.