I’m not sure I’m following you, but let me give this my best shot.
Certain operations, like select and formula fill, show a progress bar in the toolbar as they work. This is not restricted to the Data Sheet, it will also appear in form windows if the toolbar is visible. Of course if the tool bar has been hidden, you can’t see the progress bar. At this time there is no way to specify a custom progress bar in your form for these internal operations.
The beachball cursor is a separate thing, controlled by Apple. If an application stops checking for events (mouse clicks and keyboard presses) for a while, Apple automatically switches the cursor to a beachball. When the application resumes checking for events, the cursor goes back to normal. As far as I know, though, there is no way for an application to explicitly control whether the beachball cursor appears or not – this is up to Apple’s code.