Progressive means that the spring rate varies as the coil compresses, linear means that X amount of pressure will compress the springs X amount.
Progresives tend to have a more supple ride as the first few coils are quite soft so they are better at absorbing small imperfections. The downside is that since the rate varies, the response is less predictable but is probably undetectable by most drivers.
Linear rate will feel things like expansion joints in the pavement more than a progressive spring but will have a more predictable resonse if you were to hit a bump mid-corner. The linear rate springs will have less initial brake dive as well.
Both companies make good products so unless you have past experience with both types of springs, you are probably not going to be too picky as both springs will make it look better than stock and the lower center of gravity is going to be noticeable handlng-wise so either will work well.
I recall from other boards that vehicle inspections in Germany can be pretty thorough and that suspension parts that are not TUV approved can land you in hot water. With H&R being manufactured in Europe, they are more likely to seek TUV certification.