Hiding the "processing window" using a dialog window not working

Hello,

I am currently working on a report, which sadly takes quite a long time to process.
As a result the user gets prompted with a loading screen the "processing window" (As I call it..) .

As it is good practice to let the user know what is happening and as it should get rid of the "processing window", I decided to add a dialog window.
However even though the dialog window opens, displays, gets updated properly, the "processing window" will pop up after about 10 seconds of loading.

As for my Report:

1. I am going through every Item in the DB.
2. For every Item I am going through its Sales Lines & Value Entries.
3. I am calculating everything I need & save it into a buffer table.

Skeleton:
Level 1 DataItem Item
Level 2 DataItem Sales Line
Level 2 DataItem Value Entry
Level 1 Buffer Table

// OnPreReport
Dialog.OPEN(...);
// OnPostReport
Dialog.CLOSE;

// DataItem Item OnAfterGetRecord
Dialog.UPDATE(...);
// DataItem Item OnPostDataItem
Dialog.UPDATE(...);
...

The "processing window" will open while it is still going through all items.

Can someone help with this problem?

EDIT:

Attached is a picture of the loading Screen or processing window.. (Its in german)



Thanks alot in advance!