Loading Progress or Animation while Loading -Stand Alone App

Is there a way to show some sort of animation or progress when loading a level for stand alone games. I've tried, but all of my animations stop during the loading sequence (I tried updating GUI text and a spinning cube).

I added game loading screen so that users won't stare at black for several seconds as it loads the first level. Unfortunately the users are still likely to think that the game may have hung, since they have to look at a static picture with the words "Loading..." for several seconds. I don't need an actual percent complete figure (although that would be nice), just getting something changing on the screen would be great.

I have done a search in the forums for this answer, and although unable to find exactly what I'm looking for, most of the news in this regard seems bad. I am hoping someone has some good news on this front . If this isn't possible today, is it something that is on the drawing board for future releases?

BTW -- How did Unity manage such fabulous load times for the Tropical Island Game? If I can't show anything animating during a load, a few tips to speed up my load times would be appreciated.