How to show loading spinner in jQuery?

In Prototype I can show a “loading…” image with this code:

var myAjax = new Ajax.Request( url, {method: 'get', parameters: pars, 
onLoading: showLoad, onComplete: showResponse} );

function showLoad () {
    ...
}

In jQuery, I can load a server page into an element with this:

$('#message').load('index.php?pg=ajaxFlashcard');

but how do I attach a loading spinner to this command as I did in Prototype?