This is related to the whole page, rather than the menu.  To implement it, you have to hide the menu initially (use style="display: none" for the UL that defines the menu) and immediately after you include a DIV with the "please wait" text and an animated background-image, having the ID "plsweit".

In my body.onload handler I do the following:

var div = document.getElementById("plsweit");
div.style.display = "none"; // hide it
menu = DynarchMenu.setup(...); // and show the menu

Hope this is helpful.

Normally not, but depending on your setup, there might be cases when you can't use the lazy parameter.  A simple example is when you need to access a menu item, for instance to enable/disable it, and it's parent menu wasn't yet displayed.

When you use "lazy", the popup menus aren't created until they are actually needed, therefore you can't safely modify the state of such an item.