Introduction
Lots of mobile applications use LoadingWheel/ProgressBar/ProgressRing to tell users that it is doing some heavy processing or downloading data. Windows Phone SDK 7 and 8 provide a ready mechanism to do that through the SystemTray object.
Exploring SystemTray Properties
SystemTray can show a ProgressIindicator on top of the Windows Phone screen. In addition, SystemTray can show a text below the ProgressIindicator to give user more details about what is happening. That could be done by adding the following code where you are downloading data.
var progressIndicator = new ProgressIndicator
{
IsVisible = true,
IsIndeterminate = true,
Text = "Downloading data..."
};
SystemTray.SetProgressIndicator(this, progressIndicator); Other properties like BackgroundColor, ForegroundColor and Opacity could be changed, as shown in the following image:

A good sample that uses the SystemTray well is the LinkedIn for Windows Phone, note in the following screenshot the ProgressIndicator and the text and time in different colors: