Show mouse "busy" cursor

Hello. I would like to show mouse "busy" cursor (pointer with sand clock on XP/pointer with a circle on Vista/7) until a window shows up. And I am not using a custom GUI. All I want is to let the user know that my script is doing its work. I don't want to use "Please Wait" splash screens or tray notifications. A "busy" cursor will do.

I know I can change it for GUI window, but I want to do it system-wide. Any way?

Thanks in advance.