What you are looking for ... is the whole point and essence of AJAX!
I would therefore suggest that you look at some AJAX tutorials.
Here's a good starting point: http://www.w3schools.com/Ajax/Default.Asp
I would suggest that you get the basics working first, then worry about fancy things like loading icons and messages. If you try to do it all in one go, I guarantee you will end up confusing the heck out of yourself!