how to indicate that a video clip is loading

[camber]

I am developing a Pet Guinea pig videos site which uses a combination of .wmv and flash. But the wmv take about 30secs to start playing for a 30sec clip and the flash ones about 5 secs.. I'd like a loading indicator to indicate that something is actually happening; maybe a moving bar showing percentage downloaded....

any suggestions appreciated.
[URL=http://homepages.tesco.net/greengate/guinea%20pig%20video%20site/[/URL]