I think you probably want to read this paper:
"Impact of High-Intensity Negotiated-Style Interruptions on End-User Debugging", T. J. Robertson, Joseph Lawrance, and Margaret Burnett, Journal of Visual Languages and Computing 17(2), 187-202, April 2006.
It asked a similar question. The result was, let the user know you want their attention and then sit back and wait for the user to respond. Don't interrupt the user though, that's not what he or she wants.
