Add a small ProgressBar to your layout file, with its visibility set to "gone". Just before you create your CursorLoader, set its visibility to "visible". It will appear. In onLoadFinished, set the ProgressBar visibility to "gone". It will disappear, and your ListView will load.
I'd use the small style progressbar. To learn more about this, see the reference docs for android.widget.ProgressBar.
BTW, visibility is controlled with View.setVisibility.