During the start of my windows application, I have to make a call to a web service to retrieve some default data to load onto my application. During the load of the form, I
You should use the BGW's RunWorkerCompleted event to set your cursor back to the default.
EDIT:
Set your cursor to wait by calling this code before starting up your BGW:
this.Cursor = Cursors.WaitCursor;
Reset your cursor in the BGW's RunWorkerCompleted event by:
this.Cursor = Cursors.Default;