I need to preface by saying that I'm new to Visual C++, so forgive me if I'm asking a question with an obvious answer

I'm trying to get either a loading animation or a dialog box that says "Calling..." to appear when the user clicks a certain button. I've tried it with a dialog box but it doesn't let the rest of the program continue doing what it's supposed to be doing -- it sits waiting for a user response. I need something that will indicate something is happening in the background and will, at the same time, let that background stuff occur!

Oh, and this is for Windows Mobile.

I'm totally lost as to where to go! Help would be appreciated Thanks!