I think you will need loading message only if you use Ajax or Callback in your web part. Otherwise, the page itself will reload and hence no need of message.
If you use Ajax Updatepanel , you can use Sys.WebForms.PageRequestManager beginRequest Event to show loading image or message in a div. When request ends i.e. when you get response, you can use Sys.WebForms.PageRequestManager endRequest Event to hide the div.
Below is the sample code you can use in aspx page:
//For Ajax calls
<asp:ScriptManager ID="scriptManager" runat="server" />
//write this script at the botom of <form> tag
<script type="text/javascript">
//Hook the event handlers
Sys.WebForms.PageRequestManager.getInstance().add_beginRequest(BeginRequestHandler);
Sys.WebForms.PageRequestManager.getInstance().add_endRequest(EndRequestHandler);
function BeginRequestHandler(sender, args)
{
ShowDiv();
}
function EndRequestHandler(sender, args)
{
HideDiv();
}
Use the script at the end of page ,otherwise you may get error "Sys.WebForms.PageRequestManager is null or not an object"
The other option is to use Updateprogress control along with updatepanel.However, I prefer client side code for this scenario.