Since the callback is async this is pretty straight forward.  Right after you invoke the callback show some image (animated gif).  Inside the code for the callback handler (callbackComplete) hide the image.  You also have the option to use the statusFunc to handle this.  An example of this is how the populate on demand tree works.  http://webcontrols.dotnetnuke.com/DNNTree.aspx

At some point you are using the GetCallbackEventReference method to obtain the script necessary for the client to perform a callback.  Typically how you handle this is by adding a client side event handler...

mycontrol.Attributes.Add("onclick", GetCallbackEventReference(...))

One option is to have your code be prefixed by your showing the image

mycontrol.Attributes.Add("onclick", "showWaitImage();" & GetCallbackEventReference (...))

Another option to send down the callback script in a variable RegisterClientVariable and obtain the script client side via dnn.getVar.  Then simply perform an eval on it... 

ServerSide

RegisterClientVariable(Me.Page, "myCallbackScript", GetCallbackEventReference (...), True)

mycontrol.Attributes.Add("onclick", "doMyCallback();")

Client Side

function doMyCallback()

{

var sCallback = dnn.getVar('myCallbackScript');

dnn.dom.getById('myworkimageid').style.display='';

eval(sCallback);

}

function callbackSuccess(result, ctx)

{

dnn.dom.getById('myworkimageid').style.display='none';

//do something with results...

}

With that said, probably the easiest option is to simply specify a status function when invoking the GetCallbackEventReference.

function callbackStatus(result, ctx)

{

if (isNaN(result))

dnn.dom.getById('myworkimageid').style.display='none'; //complete

else

dnn.dom.getById('myworkimageid').style.display='';

}

With that said, please note that I am only providing this info from the top of my head, the syntax may have errors, but hopefully you get the idea.