How to indicate that a JComboBox is loading values?

I have a JComboBox whose values are retrieved across the net.

I'm looking for a way to indicate that fact to the user, when the user wants to see the list, expands the drop down, and only then the data is being retrieved.

The basic requirements include:

1. JComboBox's drop-down shouldn't lock the EDT, but the combo's action should not work until there are values.
2. User should know when all data has been retrieved.
3. The size (UI real-estate) of the indication should be as small as possible.

Note that the data isn't retrieved until the user wants to see the combo's values (i.e. expands the drop-down list).

The solution i've used:

I've used a SwingWorker to keep the UI responsive. The combo box was overlayed using JIDE's Overlayable with JIDE's InfiniteProgressPanel that listens to the worker.

To avoid locking the EDT, your data retrieval should be done in a background thread. I would use a SwingWorker to find and load the values since this makes available a background thread with other goodies that make it very Swing-friendly. I would make the JComboBox enabled property false until all values have been loaded, and then enable it via setEnabled(true). You will know the SwingWorker is done either through its done() method (by overriding it), or by adding a PropertyChangeListener to the SwingWorker and being notified when its state is SwingWorker.StateValue.DONE.

One way for the user to know that the process is complete is that they will see when the combo box has been re-enabled. If you want a more obvious indicator, you could display a JProgressBar or a ProgressMonitor. This could be displayed in a dialog if you wish to leave the GUI appearance mostly unchanged.