That depends upon what else is going on with things. You mention AJAX, so I assume that this may be adding content to the existing page in a designated area, perhaps a division with an id of - say, 'loadarea'. If that is the case (using your example, ignoring any errors it may or may not have):
Code:
<script>
blah blah
document.getElementById('loadarea').innerHTML='Loading . . .';
var a = open("url"); // Here is where it sticks and waits for the response
blah blah
</script>
If you are literally loading an entire new page into the window or even into a new window you would want to have that new page have like:
Loading . . .
or an image that communicates that at the top before any code that activates the AJAX requests. When the requests returns ready, this may be removed by setting its display to none.
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