Basically the same PictureBox solution above, but this time with the code-behind to use an Embedded Resource in your project:
In XAML:
<WindowsFormsHost x:Name="_loadingHost">
<Forms:PictureBox x:Name="_loadingPictureBox"/>
</WindowsFormsHost>
In Code-Behind:
public partial class ProgressIcon
{
public ProgressIcon()
{
InitializeComponent();
var stream = Assembly.GetExecutingAssembly().GetManifestResourceStream("My.Namespace.ProgressIcon.gif");
var image = System.Drawing.Image.FromStream(stream);
Loaded += (s, e) => _loadingPictureBox.Image = image;
}
}