The animated image that you see in most AJAX based websites to indicate progress is called a Throbber. If you ever need a Throbber, you can turn to the free and excellent Throbber Generator by Yannick Croissant (A.K.A Country). You can choose from a variety of indicators and also change the background and foreground color of the Throbber.
Trivia - I was able to know Yannick Croissant's site is in French from the awesome auto-detect language feature on Microsoft Translator and Google Translate.
Related:
Make a Progress Indicator For Slow-Loading Pages
Build a Dynamic Progress Page For ASP.NET Pages