My app takes a bit to start because the UI is pretty heavy.  I want to show Cursors.AppWaiting cursor the moment the user double-clicks on the shortcut.  So I pop Cursor.Current = Cursors.AppStarting; into the constructor of the main form.  However, when I start the app, the cursor does not change until after the form is loaded.
Is there a way to change the cursor immediately after the user double-clicks the shortcut?