Yeah the Progress is a neat little razor. I love mine too, but I can't wait for my 39C Sledgehammer to get here. 
I generally open the progress up to 4 or so for the WTG stroke, then move it down to 2 or 3 for XTG then 1 for ATG.
Works like a charm.
-- Dev.
My Gear:
[B]Razors:[/B] Merkur Progress, Merkur 39C Slant
[B]Creams:[/B] Art of Shaving Lavender, Kent Menthol Shaving, For Men, The Real Shaving Co. Menthol
[B]Soap:[/B] Taylor of Old Bond Street Sandalwood
[B]Brushes:[/B] Taylor of Old Bond Street Super Badger, Taylor of Old Bond Street Pure Badger
[B]Blades:[/B] Gillette 7 O'Clock Super Stainless, Feathers
[B]Aftershave:[/B] Proraso Balm, Old Spice Whitewater, Ice Rock, Lagoon Spray
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