I suggest you don't disable the dummy loading window using:
<style name="Theme.MyTheme" parent="android:style/Theme" >
....
<item name="android:windowDisablePreview">true</item>
....
</style>
because you could run into several problems. For example, if you try to animate an AlertDialog, enter animation will not work (personal experience).
The right solution is to set the theme of your application like to your main activity screen (same ActionBar style, same background color).
In my application after severals experiments i found the right solution for my needs.
(I have a main activity with blank background, no ActionBar, just full screen personal layout)
1 - styles.xml: add new style like this (remove ActionBar and set the same background color of my main activity)
<style name="LoadingTheme" parent="@android:style/Theme.Light.NoTitleBar.Fullscreen">
<item name="android:windowBackground">@color/white_smoke</item>
</style>
2 - AndroidManifest.xml: set my theme for main activity to "LoadingTheme"
<application
android:allowBackup="true"
android:icon="@drawable/ic_launcher"
android:label="@string/app_name"
android:theme="@style/AppTheme" >
<activity
android:name="com.company.appname.MainActivity"
android:label="@string/app_name"
android:theme="@style/LoadingTheme">
<intent-filter>
<action android:name="android.intent.action.MAIN" />
<category android:name="android.intent.category.LAUNCHER" />
</intent-filter>
</activity>
....
</application>
And finally i have full blank dummy loading window without ActionBar with soft MainActivity load and working animations.
Hope to be helpful.