var function_for_display_animation = function(){
   //display animation
}
var function_for_remove_animation = function(){
   //remove animation
}

function_for_display_animation();
$(selector).load('page.PHP',function_for_remove_animation);

要么：

$().ajaxSend(function(evt,request,settings){
    //start animation
});

$().ajaxComplete(function(event,settings){
    //end animation
 });

$(selector).load('page.PHP',function(){
    //work
});