Android - How to make a progress dialog embedded on the UI?

I 开发者_如何学JAVAknow that I have found the answer to this question on StackOverflow one day but I couldn't find the link anymore. Basically, I want to create a ProgressDialog that doesn't block the UI, like the one from the Android Market:

Any idea?

Thanks!

EDIT: The pattern is known as ProgressWheel

EDIT2: Just to make it clear, until now I have used the ProgressDialog class and I am not doing this in XML. What I am doing looks like this:

Use android:indeterminate="true" from ProgressBar.

Sample code:

<ProgressBar 
    android:layout_width="15dp"
    android:layout_height="15dp"
    android:indeterminate="true" />