It's depending on what you mean by 'Loading'. I know that, with ArcObject, the map is firing events when layers are added to the map (see IActiveViewEvents.ItemAdded), but I am not sure it's this kind of event you are looking for. That being said, if your question concerns ArcObject and Desktop, you should have more chance to get answers in the forums Desktop (http://forums.arcgis.com/forums/5-ArcGIS-Desktop-General) or ArcObject(http://forums.arcgis.com/forums/20-ArcObjects-All-Development-Languages). This forum is dedicated to Silverlight.
