Ajax brings a fairly simple aproach to displaying page progress indicator to user either using a label or an image.
You need a script manager control on the page or master page you want to display the update progress. Update progress displayes templated web content (label or image) when any of the update panels on the page are submitted .
Found these real cool links for aninating images
http://mentalized.net/activity-indicators
http://www.napyfab.com/ajax-indicators
You can make your own using http://www.ajaxload.info
Scotts blog explains how to impliment this feature.
