Я думаю, что вы можете сделать это -
UIAlertView *alertview = [[UIAlertView alloc] initWithTitle:@"title" message:@"\n\n" delegate:nil cancelButtonTitle:@"cancel" otherButtonTitles:nil];
UIActivityIndicatorView *activityIndicator = [[UIActivityIndicatorView alloc] initWithFrame:CGRectMake(130.0f, 50.0f, 20.0f, 20.0f)];
[activityIndicator startAnimating];
[alertview addSubview:activityIndicator];
[alertview show];
[alertview release];
[activityIndicator release];