Here's a few ideas:
1) When the request for the information is made, direct the request to a page that contains your "please wait..." message which in turn makes the actual request that will display the info. This way, while the info is being gathered, the intermediary page is being displayed.
2) An IE-only solution that I've used in the past when I knew that the web app was going to be used in an IE-only environment is a bit more complex and relies upon the page being a
JSP.
I created a DIV with its display style initially set to visible. The visual style of this div made it look like a message box on the screen. The actual info was included into this page using a jsp:include directive. Once the included sub-page loaded, it invoked a javascript method that set the display mode of the "box" to invisible.
The effect is that the box would display immediately, and stay visible while the "sub-page" was loading. Once the sub-page loads, the "box" disappears.
This solution may be too fragile for general use. It relies upon IE-only capabilites (or at least Netscape 4.x can't change the page dynamically like this), and it relies upon the response output getting flushed to the browser before processing the jsp:include for the sub-page.
It worked fine in the environment in which it was deployed (controlled in-house web app, caucho resin container), but I'm not sure if I'd rely upon it in a broader environment. But I figured I'd relay this in case it's something you want to play with.
hth,
bear
[ April 08, 2002: Message edited by: Bear Bibeault ]