The usage of Ajax in web applications and web sites is rapidly increasing. If not handled properly Ajax fucntionalities can break users’ expectations and conventions. This is why it is important to help users easily identify what is going on with the system and prevent them to make errors during Ajax operations.
Keep users informed

Usability tips for visualizing Ajax

Ajax indicators are very important tools that help users to have an understanding of what is going on with the system and what are responses from the system. Indicators should be shown as soon as request starts and hidden when request ends. I’ve seen so many times that indicator is visible even when it was obvious that request is finished (or even worse, in some cases there were not any visual clue of what is going on).
Simple indicators

Simple Ajax indicators provide a strong visual clue that request is in progress. They can be shown as simple text or as an image, usually animated.

* If it is in a text form, be sure to provide meaningful message, like “Sending email…”. Messages like “Waiting…” could confuse users. What am I waiting for? Is something wrong with the system?
* If it is an animated image they are usually represented by rotating animation. This is one of the rare good usages (if not only) of animated gifs today

Link: http://www.jankoatwarpspeed.com/post/2009/11/01/usability-tips-visualizing-ajax-requests.aspx