One of our Escalation Engineers from support put together this fantastic video for Windows Phone App developers.

This video tutorial demonstrates how to create a loading screen in your Windows phone App that is bound to a property in the ViewModel.  It covers how to use Blend to create a simple loading screen and use the DataStateBehavior in conjunction with a Boolean ViewModel property to display the loading screen when data is loading, and the main view for the page when data has been finished loading.