The way they use it on the site you provide is very simply the correct way to do it. If you need help with subtracting the spinner-code from the website, I have put together a simple JSFiddle example for you. You should be able to copy-paste the CSS code, and just change the content of the spinner-div.
The code that enables the rotation is
-webkit-animation: spinner 400ms linear infinite;
-moz-animation: spinner 400ms linear infinite;
-ms-animation: spinner 400ms linear infinite;
-o-animation: spinner 400ms linear infinite;
animation: spinner 400ms linear infinite;
and then the keyframes for each browser.