Question about using the progress bar

I have a app that displays reports.  However, since there is a large amount of data, it takes a bit of time to run my stored procedure and display the report. (BTW the report uses running totals so this also takes a bit of time to generate.  

What I would like to do is show my user something like a progress bar while the dataset and report are being loaded.  Here is my code where and I've hilighted where there are delays where my program looks like it's not responding.


Private Sub ConnectDatabase()
        cn = cCommon.SQLConnect
        da.SelectCommand = New SqlCommand

        With da.SelectCommand
            .Connection = cnEntries
            .CommandType = CommandType.StoredProcedure
            .CommandText = "[entrysummary]"
        End With

        With da.SelectCommand
            .Parameters.Add("@year", year)
            .Parameters.Add("@machine", machine)

        End With
    End Sub
    Private Sub mnuSander2002_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles mnuSander2002.Click
        ds.Clear()
        year = 2002
        machine = 1
        ConnectDatabase()
        Dim rptTitle As String
        rptTitle = ""

        da.Fill(ds, "EntrySummary")                    *** I think there's a delay here

        Dim orpt As New YTDSummary
        orpt.SetDataSource(ds)

        rptTitle = "Sander 2002 YTD Summary"

        orpt.SetParameterValue("reportTitle", rptTitle)
        orpt.SetParameterValue("showproducts", "no")
        Dim previewForm As New frmPreviewReport
        previewForm.MdiParent = Me
        previewForm.crViewer.ReportSource = orpt                  *** And maybe somewhere in here.
        previewForm.Text = "Sander 2002 YTD Report"
        previewForm.Show()

So is there anything I can do while this report is being generated so my user doesn't think the program has locked up?

Tigger