We have been to Progreso several times. The most recent cruise to Progreso was in January 2009. Every time we have been there, we have found local excursions offered. Their is a shuttle that takes you from the ship into town. Before we left the shuttle bus, a representative for these excursions boarded the bus and explained their excursions to us. Then you could sign up for them once you left the bus. We took one on our first trip their and others who have used these private tours said they had no problems.
Be sure to do the little double decker bus around town to get a bird's eye view of the area. It costs about $2 or so and takes 20 - 30 minutes. We always do this and sit on the top deck for the best viewing (watch out for the low limbs though).
We usually follow up the bus ride with a trip to the beach and shopping areas and have lunch in town. We like to shop in the little straw market area where the bus stops and also at the big port store near the shuttle. This is the first shop you will see after leaving the ship and it is very nice.