want to make it look prettier? just put a sprite on top of it that covers the whole loading area, your dbRect might be changed to a sprite with stretching because it could be drawn over your "style"-sprite.
or even better:
create sprites that could be aligned in a circular path to form a circle, for demonstration sake, imagine a pizza with 8 pieces, you will just do this: (algorithm)
1- know & store the total number of things to load
2- float fProgressForNextPiece = numThings / 8 (8=pizza pieces)
3- current progress < numThings? go to 4, else, we're done
4- load something, progress++
5- draw <progress / fProgressForNextPiece> sprites
6- sync
7- go to step 3
and for step 5, every time you create a new sprite, do something like:
dbSprite ( ID, loadingX, loadingY, pizzaImgID );
dbRotateSprite ( 360 / 8 ); //(360 degree / 8 pieces), or 45
dbMoveSprite ( ID, pizzaImgHeight / 2 );
though there's nothing like "how to make a loading bar", every game has its own way, everyone tries to be creative with his idea, your best choice is to make it something relative to your game itself
