Improve feedback when loading large ASCII files:
- Slightly nicer messages
- Add a small text message when loading a vector (no progress bar, I think it's not worth the extra complexity)
- Hook the change data file tool and the create vector dialog into the system

I still have an issue: loading from file does not bring the progress info. Working on it...
And now also get progress messages when loading from a file :-)
I think I have covered all places now, but I'm not sure. Please check and report if something's missing.
We have to see whether it makes sense for other sources as well.