I just had the same requirement and it works great:
sub Page_Load()
Response.Write("<br><div align='center' id=myMessage style='font-family
Tahoma; font-size: 18; color:Red'>Loading report, please wait...</div>")
Response.flush
End Sub
sub DisplayReport()
'-- code that reads database here.....
End Sub
<html>
<head>
</head>
<body onload="clearWaitMessage();" >
<center>
<p>
<%Call DisplayReport%>
</p>
</center>
</body>
</html>
<SCRIPT LANGUAGE=JavaScript>
<!--function clearWaitMessage() {
myMessage.innerHTML = "";
}
//-->
</SCRIPT>