Do you want to change the behavior of the service (like using your own method), or do you want to customize the PleaseWaitWindow?
1) Implementing own version of service
You can create your own version of the IPleaseWaitService. You can copy most of the logic from the actual PleaseWaitService implementation and customize it to your needs. Then, you must use unity to replace the default implementation by your own, something
like this in configuration:
<type type="Catel.MVVM.Services.ISocialMediaProviderFactory, SocialMediaStream" mapTo="YourApp.YourImplementation, YouApp"/>
Or in code:
2) Customizing PleaseWaitWindow
This is quite hard at the moment, maybe I create a custom style that can be overridden for this window.