Delays in server response

When the server takes an inordinately long time to respond to a request is there anything that can be done on the front end to warn the user, like an intermediary 'please wait' page.
Currently we have a form which passes search parameters to our database. The results page is built using JSP. However in the event of the results page being very data heavy, the results page remains blank until all of it's content has been built and is read to load. This can cause significant delays and leaves the user looking at a blank page which can lead to the assumption that the page is broken.
Is there any way around this? Can an intermediary 'please wait' page be introduced??
Here's hoping,
Sue