>>>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?
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>>What about nice progress bar by Carlos Alloatti? I don't think it's much overhead since it's Windows API based.
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>Before I check it out, is it SQL dependent? Do I need to put a bunch of call in my existing code for it to know how much has processed? I don't need something necessarily that shows progress, just let's them know things are still going on.

You can still do that with a progress bar. Set the max progress to 1, start at 0. Put up the progress bar at 0 so the user knows something is happening, and just kick to 1 (or just remove it) when you are done.