> Would like to know is it possible to have a dialog box to prompt user while the page is loading and automatically close wheb it has completely downloaded.
Yes that's possible.
> pls advise..
You can use AJAX to do this
or you first load a simple page which does nothing than open the dialog box in a different browser window (modal dialog boxes are only possible using signed java script). After the dialog window has been opened the main window has to load the content you want to display within the main window. The content page needs a JavaScript method wich destoys the dialog window after the content has been loaded by defining a onload event handler for the content page.