When I link to a flash animation of considerable size (a meg or 2), and someone
clicks on the link, there is no 'loading' indicator to show how much has
transferred or that anything has happend at all (other than the top left icon
starts waving). What is the best way to handle this to keep impatient visitors
from reclicking and wasting bandwidth?

I have the same problem with a page full of 10 to 13 meg mp4 links (see
[url]http://sermons.rupc.org[/url] for my exact problem).