For a harmonic minor scale it is more complicated than compared to a natural major scale. There is no set chord progression (it's not major, minor, minor, major, major, etc.). You choose the 3rd, 4th, 5th, or 6th note from the harmonic minor scale. Let's say you choose the 3rd note of e harmonic minor - that is g. Now you play the major scale of g and choose the 3rd, 4th, 5th, or 6th note of that scale, and so on. I'm not exactly sure how it works beyond that, but basically you can choose whether to play a major or minor chord of the notes you choose... just play what sounds good to you.