Solution 1:

Just change from ProgressDialog to ProgressBar in a layout:

res/layout.xml

<?xml version="1.0" encoding="utf-8"?>
<RelativeLayout xmlns:android="http://schemas.android.com/apk/res/android"
    android:id="@+id/container">

    <LinearLayout
        android:layout_width="match_parent"
        android:layout_height="match_parent" >
        //Your content here
     </LinearLayout>

        <ProgressBar
            android:id="@+id/progressBar"
            style="?android:attr/progressBarStyleLarge"
            android:layout_width="wrap_content"
            android:layout_height="wrap_content"
            android:layout_centerHorizontal="true"
            android:layout_centerVertical="true"
            android:visibility="gone"
            android:indeterminateDrawable="@drawable/progress" >
        </ProgressBar>
</RelativeLayout>

src/yourPackage/YourActivity.java

public class YourActivity extends Activity{

private ProgressBar bar;

@Override
protected void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);
    setContentView(R.layout.layout);
    bar = (ProgressBar) this.findViewById(R.id.progressBar);
    new ProgressTask().execute();
}
private class ProgressTask extends AsyncTask <Void,Void,Void>{
    @Override
    protected void onPreExecute(){
        bar.setVisibility(View.VISIBLE);
    }

    @Override
    protected Void doInBackground(Void... arg0) {   
           //my stuff is here
    }

    @Override
    protected void onPostExecute(Void result) {
          bar.setVisibility(View.GONE);
    }
}
}

drawable/progress.xml This is a custom ProgressBar that i use to change the default colors.

<?xml version="1.0" encoding="utf-8"?>

<!-- 
    Duration = 1 means that one rotation will be done in 1 second. leave it.
    If you want to speed up the rotation, increase duration value. 
    in example 1080 shows three times faster revolution. 
    make the value multiply of 360, or the ring animates clunky 
-->
<rotate xmlns:android="http://schemas.android.com/apk/res/android"
    android:fromDegrees="0"
    android:pivotX="50%"
    android:pivotY="50%"
    android:duration="1"
    android:toDegrees="360" >

    <shape
        android:innerRadiusRatio="3"
        android:shape="ring"
        android:thicknessRatio="8"
        android:useLevel="false" >
        <size
            android:height="48dip"
            android:width="48dip" />

        <gradient
            android:centerColor="@color/color_preloader_center"
            android:centerY="0.50"
            android:endColor="@color/color_preloader_end"
            android:startColor="@color/color_preloader_start"
            android:type="sweep"
            android:useLevel="false" />
    </shape>

</rotate>

Solution 2:

Put this XML to show only the wheel:

<ProgressBar
    android:indeterminate="true"
    android:id="@+id/marker_progress"
    style="?android:attr/progressBarStyle"
    android:layout_height="50dp" />

Solution 3:

I was using View.INVISIBLE and View.VISIBLE and the ProgressBar would slowly flash instead of constantly being visible, switched to View.GONE and View.VISIBLE and it works perfectly