Option Explicit
Sub test()
    Dim a
    ' Set status bar text
    StatusBar = ("Please wait...")
    ' Turn cursor to wait
    ' My script runs here...
    For a = 1 To 2000
        System.Cursor = wdCursorWait              '<- here
        Selection.TypeText Text:="1"
    Next a
    ' Turn cursor back to normal.
    StatusBar = ("Complete")
    System.Cursor = wdCursorNormal
End Sub