Add loading image beforing ajax call and after you get response from server simply replace that image with data like the one below
function(){ // the callback, loads the content with ajax
$(container_div).html("<img src='loading.gif' />");//add image before ajax call
$(container_div).load(url, //only loads the selected portion
function(){
$(container_div).html(data);//replace image with server response data
$(container_div).animate({opacity:1});
}