>I need something visual that has almost no overhead that I can use to show a user that processing is still going on. I want it to look nice, but be very simple. I thought about just popping up a little modal window. Or maybe taking over their mouse cursor, but Foxpro doesn't always do well with that one. Any ideas?

What about nice progress bar by Carlos Alloatti? I don't think it's much overhead since it's Windows API based.