Loadie.js is a lightweight jQuery plugin to create a preloader that doesn't suck and that is used by big firms.
http://9elements.github.io/loadie.js/
1. How to include Loadie.js
If you haven't already, include jQuery and the latest Loadie.js Script on the AJAX-driven page.
<script src="http://code.jquery.com/jquery-latest.min.js">
<script src="loadie.min.js"[......]