asp.net "PLEASE WAIT" when sorting gridview columns

Does anyone have an example on creating a "please wait" or "processing" overlay that will occur when someone sorts a gridview column.  The issue is that the gridview is in an update panel so it does not appear to do anything unless you wait a bit.  I'd like to have that overlay so people don't get impatient.  I imagine it would be done with modalpopupextender but any suggestions would be of help!

Thanks!