I have a grid and when a row is double clicked a form is loaded. However a lot of data must be loaded, so I'd like to display a simple form with the text 'loading, please wait..'. And when all loading is finished, the form must disappear.

This is what I have right now, but it doesn't work:

Code that invokes the form with lots of data:

FormWithLotData form = new FormWithLotData();
form.ShowDialog(this);

Constructor of FormWithLotData:

// Show load form
FormIsLoading frm = new FormIsLoading();
_CloseLoadForm closeForm = new _CloseLoadForm(frm.Close);
System.Threading.Thread thread = new System.Threading.Thread(frm.Show);

thread.Start();

InitializeComponent();

this.Visible = false;

LoadAllData();

this.Visible = true;

// Close load form
Invoke(closeForm);

Hope you can help me out.

EDIT: I'd like to show an animated gif on the loading form.