Peter, thanks for the info.
I later realised it was just an icon pack, reversible at preferences.
I'm still searching for a better solution though. I really like Automator's implementation where you get the spinning gear when running workflows.
I have encapsulated some KM macros inside Automator apps, using the Applescript tell KM to do script, but it's a pain to maintain.
Another way would be to open a Automator app that is just a loop in the begining of the macro and have KM to close it when the macro finishes. Again, pain...