People usually only start to pound on the keyboard when they aren't sure if
the computer is doing something, or has just hung up. You could try putting
up a message at the beginning of the script/query/macro, stating that the
database is working on something (and say that it could take up to five
minutes), and then a message at the end, saying that the database is finished
working. This could reassure the users that something is actually happening.
Sometimes a little information can go a long way towards achieving postive
results. Besides, if you tell them that it could take five minutes, and then
it takes 20 seconds, it makes them think that their machine must be really
good.