Hi
This is actually not as difficult as it sounds.
I'll have to outline it briefly, if you want some code to follow, I can e-mail you some from a site I did for my company.
Basically it uses <DIV> tags and a little bit of JavaScript.
The outline is as follows:
<code>
<DIV ID="waitsection" style="display:">
Please wait, page is loading...
</DIV>
<DIV ID="realsection" style="display:none">
<?php
your php code to generate the page goes here
?>
</DIV>
<script language=JavaScript>
var docall = document.all;
docall.waitsection.style.display="none";
docall.realsection.style.display="";
</script>
</code>
You see, because PHP outputs everything top to bottom, 1 line at a time, the browser will output the "waitsection" DIV bit and then will start to do the code for the rest of the page. Once the page is complete and the end bit with the JavaScript is sent to the browser, it will be executed automatically because the code is not inside a function() container. All it's doing really is swapping some display properties.
Hope this helps, please let me know if it does or doesn't. My e-mail address is james@computer-geek.co.uk
Have fun.
James