swing - Adding spinning tool in jDialog in java -

I am working in the desktop application. In my application, I am doing the login operation where the user enters his ID and password. The login page is created in the Java swing using JDialog when the user enters his credentials, the user only takes a few minutes to validate . I want to add the sniping tool with the message "Please wait", which will be displayed when the user clicks on the "Next" button.

I did not get any swing control that can be used as a sniping tool. While searching I came to know that AJAX loader. JPG can be used as a sniping tool, but I can not use it in my JDIOL.

Please give me some tips to add a snipping tool. Spinning tools are available in

as an icon image.

Here's the link where you can get an AJAX Spinning Tool

Thank you for your valuable suggestions and feedback.