You can show the image on request start and hide it on success like this..
<div id='loading' style='display:none'>
<img src='loadinggraphic.gif'/>
</div>
function getData()
{
$('#loading').show(); // show the loading message.
$.ajax({
url: your url,
type: "POST",
cache: false,
data: ,
success : function(){
$('#loading').hide(); // hide the loading message
}
});