3 cfselect with "loading please wait" information

Hi

I have 3 cfselect boxes bind to a component. 2nd select box is depend on the 1st and 3rd is depend on the 2nd.
Its taking much time to load the select boxes and before loading all the information user is submitting the page, giving the errors. and not only that if the internet is slow, its taking much time to load the data.

So for this i want to display the word "page loading please wait..." how can i do this? can I do this in CF or i need to use the seperate AJAX for displaying it.