add a splash to load system is easy:1:add spashWnd,then call it in instance ,when some work ok,close it.

/////////////////////////////////////////////////////////////////////////////
//Written by Liu Zhengxi
//May 5,2003
//Compiles with Visual C++ 6.0 for Windows 98 and probably Windows 2000
// too.
/////////////////////////////////////////////////////////////////////////////
#ifndef _SPLASH
#define _SPLASH
#include <atlbase.h>
#include <afxpriv2.h>

// Splash.h : header file
//

/////////////////////////////////////////////////////////////////////////////
//   Splash Screen class
#pragma once

///////////////////////////////////////////////////////////////////////////
// Picture object-encapsulates IPicture
//Written by Paul DiLascia.
//used to display picture
//
// declare CPicture class
//
class CPicture {
public:
 BOOL Render(CDC* pDC,CRect rc,LPCRECT prcMFBounds=NULL) const;
   CPicture();
   ~CPicture();

   // Load from various resources
   BOOL Load(UINT nIDRes);
   BOOL Load(LPCTSTR pszPathName);
   BOOL Load(CFile& file);
   BOOL Load(CArchive& ar);
   BOOL Load(IStream* pstm);

   // render to device context
  

   CSize GetImageSize(CDC* pDC=NULL) const;

   operator IPicture*() {
      return m_spIPicture;
   }

   void GetHIMETRICSize(OLE_XSIZE_HIMETRIC& cx, OLE_YSIZE_HIMETRIC& cy)
      const {
      cx = cy = 0;
      const_cast<CPicture*>(this)->m_hr = m_spIPicture->get_Width(&cx);
      ASSERT(SUCCEEDED(m_hr));
      const_cast<CPicture*>(this)->m_hr = m_spIPicture->get_Height(&cy);
      ASSERT(SUCCEEDED(m_hr));
   }

   void Free() {
      if (m_spIPicture) {
         m_spIPicture.Release();
      }
   }

protected:
   CComQIPtr<IPicture>m_spIPicture;     // ATL smart pointer to IPicture
   HRESULT m_hr;                        // last error code
};

///////////////////////////////////////////////////////////////////
//
//declare CSplashWnd
//
class CSplashWnd : public CWnd
{
// Construction
public:
 CSplashWnd(LPCTSTR lpszFileName);
 CSplashWnd(UINT imgId);

// Operations
public:
 BOOL ShowSplash();
 BOOL PreTranslateAppMessage(MSG* pMsg);  
 void ShowText(LPCTSTR lpStr);
 void CloseSplash();

// Overrides
 // ClassWizard generated virtual function overrides
 //{{AFX_VIRTUAL(CSplashWnd)
 //}}AFX_VIRTUAL

// Implementation
public:
 ~CSplashWnd();
 virtual void PostNcDestroy();

private:
 BOOL Create(CWnd* pParentWnd = NULL);

// Generated message map functions
private:
 //{{AFX_MSG(CSplashWnd)
 afx_msg int OnCreate(LPCREATESTRUCT lpCreateStruct);
 afx_msg void OnPaint();
 //}}AFX_MSG
 DECLARE_MESSAGE_MAP()
private:
 int height;//the height of the displayed picture
 int width;//the width of the displayed picture
 CPicture pic;//used to operate the picture
    BOOL fileIsValid;
};

#endif


imp:

///////////////////////////////////////////////////////////////////////////////
//Written by Liu Zhengxi
//May 5,2003
//Compiles with Visual C++ 6.0 for Windows 98 and probably Windows 2000
// too.
/////////////////////////////////////////////////////////////////////////////

//
// Splash.cpp : implementation file
//

#include <atlbase.h>
#include <afxwin.h>
#include <afxpriv2.h>

#include "stdafx.h"  // e. g. stdafx.h
#include "Splash.h"  // e.g. splash.h

#ifdef _DEBUG
#define new DEBUG_NEW
#undef THIS_FILE
static char BASED_CODE THIS_FILE[] = __FILE__;
#endif

/////////////////////////////////////////////////////////////////////////////
//   CSplashWnd class

////////////////////////////////////////////////////////////////////////////
//constructor
//Load image from the given file
//
CSplashWnd::CSplashWnd(LPCTSTR lpszFileName)
{
 fileIsValid = pic.Load(lpszFileName);
 if(fileIsValid)
 {
  CSize cz = pic.GetImageSize(NULL);
  width = cz.cx;
  height = cz.cy;
 }
}
//me add.
CSplashWnd::CSplashWnd(UINT imgId)
{
 fileIsValid = pic.Load(imgId);
 if(fileIsValid)
 {
  CSize cz = pic.GetImageSize(NULL);
  width = cz.cx;
  height = cz.cy;
 }
}
////////////////////////////////////////////////////////////////////////////////
//nothing to do
//deconstructor
//
CSplashWnd::~CSplashWnd()
{
}

////////////////////////////////////////////////////////////////////////////////
//message map
//
BEGIN_MESSAGE_MAP(CSplashWnd, CWnd)
 //{{AFX_MSG_MAP(CSplashWnd)
 ON_WM_CREATE()
 ON_WM_PAINT()
 ON_WM_TIMER()
 //}}AFX_MSG_MAP
END_MESSAGE_MAP()

////////////////////////////////////////////////////////////////////////////////
//ShowSplash
//to display the given image on screen
//
BOOL CSplashWnd::ShowSplash()
{
 
 if(fileIsValid)
 {
  if (!Create(AfxGetMainWnd()))
   return false;
  else
  {
   UpdateWindow();
   return true;
  }
 }
 else
 {  
  AfxMessageBox("load pic error.");
  return false;
 }
}

////////////////////////////////////////////////////////////////////////////////
//PreTranslateAppMessage
//
BOOL CSplashWnd::PreTranslateAppMessage(MSG* pMsg)
{
 // If we get a keyboard or mouse message, hide the splash screen.
 if (pMsg->message == WM_KEYDOWN ||
     pMsg->message == WM_SYSKEYDOWN ||
     pMsg->message == WM_LBUTTONDOWN ||
     pMsg->message == WM_RBUTTONDOWN ||
     pMsg->message == WM_MBUTTONDOWN ||
     pMsg->message == WM_NCLBUTTONDOWN ||
     pMsg->message == WM_NCRBUTTONDOWN ||
     pMsg->message == WM_NCMBUTTONDOWN)
 {
  CloseSplash();
  return TRUE; // message handled here
 }

 return FALSE; // message not handled
}

////////////////////////////////////////////////////////////////////////////////
//Create
//make a popup splash window
//
BOOL CSplashWnd::Create(CWnd* pParentWnd /*= NULL*/)
{

 return CreateEx(0,
  AfxRegisterWndClass(0, AfxGetApp()->LoadStandardCursor(IDC_ARROW)),
  NULL, WS_POPUP | WS_VISIBLE, 0, 0, width, height, pParentWnd->GetSafeHwnd(), NULL);
}

////////////////////////////////////////////////////////////////////////////////
//CloseSplash
//Quit the splash window
//
void CSplashWnd::CloseSplash()
{
 // Destroy the window, and update the mainframe.
 DestroyWindow();
}

////////////////////////////////////////////////////////////////////////////////
//do nothing
//
void CSplashWnd::PostNcDestroy()
{

}

////////////////////////////////////////////////////////////////////////////////
//OnCreate
//put the splash window on center
//
int CSplashWnd::OnCreate(LPCREATESTRUCT lpCreateStruct)
{
 if (CWnd::OnCreate(lpCreateStruct) == -1)
  return -1;

 // Center the window.
 CenterWindow();

 return 0;
}

////////////////////////////////////////////////////////////////////////////////
//OnPaint
//Display the given image
//
void CSplashWnd::OnPaint()
{
 if(fileIsValid)
 {
  CPaintDC dc(this);
  CRect rc(0,0,0,0);;
  pic.Render(&dc, rc);
 }
}

////////////////////////////////////////////////////////////////////////////////
//ShowText
//sometimes if we show what we are doing (I display the information on the center of //the picture ), the customer will be more patient
//
//
void CSplashWnd::ShowText(LPCTSTR lpStr)
{
 if(fileIsValid)
 {
  Invalidate();
  CPaintDC dc(this);
  dc.SetBkMode(TRANSPARENT);
  SIZE sz;
  sz = (SIZE)dc.GetTextExtent(lpStr,strlen(lpStr));
  dc.TextOut((width-sz.cx)/2,height/2,lpStr);
 }
}

////////////////////////////////////////////////////////////////
// MSDN Magazine - October 2001
// If this code works, it was written by Paul DiLascia.
// If not, I don't know who wrote it.
// Compiles with Visual C++ 6.0 for Windows 98 and probably Windows 2000
// too.
// Set tabsize = 3 in your editor.
//

////////////////////////////////////////////////////////////////
// CPicture implementation
//

CPicture::CPicture()
{
}

CPicture::~CPicture()
{
}

//////////////////
// Load from resource. Looks for "IMAGE" type.
//
BOOL CPicture::Load(UINT nIDRes)
{
   // find resource in resource file
   HINSTANCE hInst = AfxGetResourceHandle();
   HRSRC hRsrc = ::FindResource(hInst,
      MAKEINTRESOURCE(nIDRes),
      "IMAGE"); // type
   if (!hRsrc){
    AfxMessageBox("can not find it.");
    return FALSE;
   }
   // load resource into memory
   DWORD len = SizeofResource(hInst, hRsrc);
   BYTE* lpRsrc = (BYTE*)LoadResource(hInst, hRsrc);
   if (!lpRsrc)
      return FALSE;

   // create memory file and load it
   CMemFile file(lpRsrc, len);
   BOOL bRet = Load(file);
   FreeResource(hRsrc);
   return bRet;
}

//////////////////
// Load from path name.
//
BOOL CPicture::Load(LPCTSTR pszPathName)
{
   CFile file;
   if (!file.Open(pszPathName, CFile::modeRead|CFile::shareDenyWrite))
      return FALSE;
   BOOL bRet = Load(file);
   file.Close();
   return bRet;
}

//////////////////
// Load from CFile
//
BOOL CPicture::Load(CFile& file)
{
   CArchive ar(&file, CArchive::load | CArchive::bNoFlushOnDelete);
   return Load(ar);
}

//////////////////
// Load from archive-create stream and load from stream.
//
BOOL CPicture::Load(CArchive& ar)
{
   CArchiveStream arcstream(&ar);
   return Load((IStream*)&arcstream);
}

//////////////////
// Load from stream (IStream). This is the one that really does it: call
// OleLoadPicture to do the work.
//
BOOL CPicture::Load(IStream* pstm)
{
   Free();
   HRESULT hr = OleLoadPicture(pstm, 0, FALSE,
      IID_IPicture, (void**)&m_spIPicture);
   ASSERT(SUCCEEDED(hr) && m_spIPicture);
   return TRUE;
}

//////////////////
// Get image size in pixels. Converts from HIMETRIC to device coords.
//
CSize CPicture::GetImageSize(CDC* pDC) const
{
   if (!m_spIPicture)
      return CSize(0,0);
  
   LONG hmWidth, hmHeight; // HIMETRIC units
   m_spIPicture->get_Width(&hmWidth);
   m_spIPicture->get_Height(&hmHeight);
   CSize sz(hmWidth,hmHeight);
   if (pDC==NULL) {
      CWindowDC dc(NULL);
      dc.HIMETRICtoDP(&sz); // convert to pixels
   } else {
      pDC->HIMETRICtoDP(&sz);
   }
   return sz;
}

//////////////////
// Render to device context. Covert to HIMETRIC for IPicture.
//
BOOL CPicture::Render(CDC* pDC, CRect rc, LPCRECT prcMFBounds) const
{
   ASSERT(pDC);

   if (rc.IsRectNull()) {
      CSize sz = GetImageSize(pDC);
      rc.right = sz.cx;
      rc.bottom = sz.cy;
   }
   long hmWidth,hmHeight; // HIMETRIC units
   GetHIMETRICSize(hmWidth, hmHeight);
   m_spIPicture->Render(*pDC, rc.left, rc.top, rc.Width(), rc.Height(),
      0, hmHeight, hmWidth, -hmHeight, prcMFBounds);

   return TRUE;
}

//use it in instance.
BOOL CSplashTestApp::InitInstance()
{
 AfxEnableControlContainer();

 // Standard initialization
 // If you are not using these features and wish to reduce the size
 //  of your final executable, you should remove from the following
 //  the specific initialization routines you do not need.

#ifdef _AFXDLL
 Enable3dControls();   // Call this when using MFC in a shared DLL
#else
 Enable3dControlsStatic(); // Call this when linking to MFC statically
#endif
/////////////////////////////////////////////////////////////////////////////////////
//Use CSplashWnd object
// to give an example.
//
    CSplashWnd* pCsw = new CSplashWnd(IDR_ID_IMG);//"fx.jpg");//located in the local directory,or else full-path file name is needed
 pCsw->ShowSplash();
 //pCsw->ShowText("ÊDz»ÊǺܰô!");
 for(int i=0;i<10000;i++){
 //do some work;
  pCsw->ShowText("waiting..");
 }
 Sleep(1000);//delay some time to observe the image displayed.
 pCsw->CloseSplash();
 delete pCsw;
 pCsw = NULL;
/////////////////////////////////////////////////////////////////////////////////////

 CSplashTestDlg dlg;
 m_pMainWnd = &dlg;
 int nResponse = dlg.DoModal();
 if (nResponse == IDOK)
 {
  // TODO: Place code here to handle when the dialog is
  //  dismissed with OK
 }
 else if (nResponse == IDCANCEL)
 {
  // TODO: Place code here to handle when the dialog is
  //  dismissed with Cancel
 }

 // Since the dialog has been closed, return FALSE so that we exit the
 //  application, rather than start the application's message pump.
 return FALSE;
}