One way to do this would be to use the UltraActivityIndicator with the UltraDesktopAlert by retreiving the UltraDesktopAlertWindowInfo from the Show method.

Code example below:

// Create a UltraDesktopAlert and UltraActivityIndicator
UltraDesktopAlert dalert = new UltraDesktopAlert();
UltraActivityIndicator aindicator = new UltraActivityIndicator();
            
// Configure the size of the activity indicator
aindicator.Size = new System.Drawing.Size(100, 20);

// Set the desktop alert style
dalert.Style = DesktopAlertStyle.Office2007;

// Call the Show method of the desktop alert and grab the returned window info
UltraDesktopAlertWindowInfo ainfo = dalert.Show("Your Caption", "Process is running...");

// Get the window control
Control desktopalertwindow = ainfo.DesktopAlertWindow;

// Give the activity indicator a location on the desktop alert
aindicator.Location = new Point(desktopalertwindow.Width - 105, desktopalertwindow.Height - 25);

// Add the activity indicator to the desktop alert
desktopalertwindow.Controls.Add(aindicator);

// Start the activity indicator animation
aindicator.Start();