Using WaitCursor or ProgressBar

[prathamesh.s.kulkarni]

I have a MDI Application. It has a simple menu. On clicking menu
items, child forms open. Since, the loading of the form was taking
quite sometime, I have separated the loading of data by using a
background thread. Now, first the UI elements are loaded, the form is
displayed and then the data is loaded. But, still the form (UI
elements) take sometime to load and on the click of a menu item, the
menu remains for sometime in a frozen state and then the form gets
loaded. I know that this will happen and I want to just enhance user
experience by showing some waitcursor or progressbar.
On the Main form, I use the following code:
this.UseWaitCursor = true; OR toolStripProgress.Style = Marquee;
ChildForm c = new ChildForm();
c.MdiParent = this;
c.Show();

and after the form is Shown in the eventhandler C_Show()
this.UseWaitCursor = true; OR this,MDIParent.toolStripProgress.Style =
Continuos;

But nothing works...Am I doing something wrong?

-Thanks in advance.