Hello Jogeswara,
What I understood from you question is, you are calling an ALV Report from a screen and its taking time as your ALV Report execution takes time.
In this case, there can be two work around that I can think of:
1. Popup an information message to user that Report execution in progress (on mouse click) - so the user understands that associated action for his mouse click has been started into the system.
2. Improve the performance for your ALV report so that it appears with in seconds.