How can I display a progress bar to wait before launching the application on the iPhone

You can not. The application must be running before you can display any dynamic content. After loading the first ViewController, you can, of course, display a progress bar and load. Prior to this, you can only show the static image Default.png and Default@2x.png. If you delay intensive loading after completing your method -[ViewController viewDidLoad], you can display any graphical interface when doing heavy work.

Edit: In this example, the new thread in your DidLoad view will be disconnected and do the hard work (in this case, sleep for 1 second) and update UIProgressViewand record the progress when it sleeps 10 times, increasing the execution time to 0.1 each time.

- (void)viewDidLoad
{
 // .....
   [NSThread detachNewThreadSelector:@selector(workerBee) toTarget:self withObject:nil];
}

- (void)workerBee
{
    NSAutoreleasePool* workerPool = [[NSAutoreleasePool alloc] init];

    // Put your image loading between this line and [workerpool release]

    for (float i = 0; i<1; i+= 0.1)
    {
        [self performSelectorInBackground:@selector(updateProgress:) withObject:[NSNumber numberWithFloat:i]];
        sleep(1000);
    }
    [workerPool release];
}

- (void)updateProgress:(NSNumber*)number
{
    NSLog("Progress is now: %@", number);
    [progressView setProgress:[number floatValue]];
}