you know how you get really simple questions from newbies that have an obvious answer if only they would read the docs, or get some experience?
Well this is not one of those questions.
The short answer to your question is "you can't". Essentially you are confusing "server side delay" with "client side delay".
The busy graphic appears on the client when the client knows it's about to do something that might take a bit of time. Specifically, where it might be sending a request to the server, and awaiting a response (like a new page of browse records.) the graphic is under the control of the _client_ who makes it appear and disappear.
As you know the web works on a request-response system. So the browser makes a request, gets a (complete) response, then processes that response. (There's no such thing as a partial response). what you have in mind is to send back a partial response ("hey, turn on the busy graphic") then do some processing, then send the response (along with "hey, hide the busy graphic"). Alas, because there are no partial ajax responses, this isn't possible.
If you will be gone a long time, say for a big process, or a big report or something, then a progress bar approach is probably better.
cheers
Bruce