If you see an hourglass after something is being done to the grid, this means that you might be doing something that is causing this. Currently, the Xceed DataGrid for WPF does not show an hourglass if it is doing something. The UI will actually lock up and freeze if it even gets to that point. And you would need a lot of graphics and millions of records to attempt to freeze the grid.
Are you doing anything while the grid filters? Are you overriding the Filter event on the DataGridCollectionView? If you are, you will need to analyze and check to see exactly what you are doing when the user filters that triggers this event. Please remember that the Filter event gets triggered for every item in your Items collection. The objective of the Filter event is to provide a criterion or criteria as to what needs to get filtered.
Developer in Technical Support
Xceed - Multi-talented components - http://xceed.com