Loading the interface first

yes you have to do 3 things

1) spawn off a background thread process
see http://support.microsoft.com/kb/815804[^] for an example

2) in the background thread load your file

3) once the data is loaded you have to marshall a method back to your main thread and then bind your data to your datagridview.
This would be something like

private void BindData()
{
  If (myDataGrid.InvokeRequired)
  {
    myDataGrid.BeginInvoke(BindData)
  }

  ... code to do binding
  myDataGrid.DataSource = ...
}

I'd also disable the datagridview by default and only enable it once you have data to bind to it.

see example http://msdn.microsoft.com/en-us/library/system.windows.forms.control.invokerequired.aspx[^]

It's very possible...though not always easy, depending on what all you want to do with it. I'm doing something similar with one of my forms.

I have a series of ComboBoxes that get filled in from data in a database. It takes a while for the database to return the data, so I have a PictureBox in front of the ComboBoxes with a simple Loading gif that is shown when I first make the call to fill in the boxes. When the boxes are finished loading, I simply hide the PictureBox.

So, the real way that I do it is complicated. The basics are that I use a BackgroundWorker to load the data from the database. When the BackgroundWoker is complete, it raises an event that I have hooked that tells me that I can hide the PictureBox and enable the ComboBoxes.

It's quite a bit more complicated than that including Invoke/InvokeRequired and several events, but that's the main idea.

I've considered writing up an article about what I've been doing just as an example of how you can use BackgroundWorker's to load different controls when parts of the BackgroundWorker have completed.

Thanks for all the answers!! :)