Sending intermediate response for a long running cgi script

I've got a cgi script that will on occasion run for some time (exactly
how long I'm not sure yet...) and I'd like to return a "processing
please wait" type response to the web client if/when a certain time
limit has passed, then have the final result sent back when the
processing is finished.

I'm a complete neophyte when it comes to cgi & http stuff else the
answer would proly be obvious, but what's the best approach to solving
this?

Thanks,
Tim Bowden