The styling of the this pop-up is part of the kendo.mobile.all.min.css file. Make sure that you have it included in your project. Furthermore, please download the latest internal build of Kendo UI - 2013.1.703, by clicking on Manage Products while logged in on the website. I would also suggest to use a newer version of jQuery, as I can see you are using 1.7.1 in your project.
For your convenience here is a jsBin
example which demonstrates a the loading pop-up window.
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