Hi, Andrus,
I do something pretty simple - in my base form class, I have an invisible label at the bottom of the screen, with a background/foreground color that's completely different than the rest of the form. Anytime I need to display a message that something is running/processing, I set the label to visible and set the text for the label (for example, "Processing...please wait"). When the processing is done, I set it back to invisible. I've automated it in my base form so that the methods are almost identical to a "wait window" method. It's maybe not as glamarous as another popup window that's displaying an animated icon or something, but it works.