Are you sure there is something happening between each of the WAIT WINDOW commands?

I am assuming you are using the NOWAIT parameter.

Replace the NOWAIT with TIMEOUT 30 and see what happens.

>I don't know why, but several of my WAIT WINDOWS are not appearing. I have one at the beginning of each of several SQL statements so that the user is aware that something is happening.
>
>Why would as many as 3 wait windows not display until the last wait window?