If you are waiting for a partial postback (e.g., to load user controls) or a webservice call to return - you can use this approach.
If, however, your menu consists of links that redirect to a completely different page, this appraoch cannot work. Once the response for the new page starts coming in the browser will dispose the old page and with it - the RadAjaxLoadingPanel.
What I can suggest is adding a simple HTML structure that will act as a loading sign to your pages and hiding it in the Sys.Application.Load event (i.e., when the page is completely loaded). Note that the earliest point at which this loading sign can show up is when enough of the response from the next page is received, so from this point, to the Sys.Application.Load event there is rarely much time.
Nevertheless, for your convenience, I am attaching here a small example of this idea. In case you decide it works for you, you can tweak to match your needs.
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