After digging for a day and a night in the guts of the internets, here is what I came up with:
server-sent events - Very cool, currently works only in Opera, but may be part of HTML5 and other browsers may support it sometime. Adds a new element tag with content-type of "application/x-dom-event-stream" which allows the Server to fire events in the Client DOM. And it should not show a progress indicator, as far as I understand. It's also a working draft of a standard, and not a hack like the whole iframe comet thing.
XMLHttpRequest - in Firefox and Safari, but not in IE, it can be used for long-pull page loading that enables to handle fragments as they appear on each readyStateChange event. Will not show progress indicator*. -- see comment below
ActiveXObject("htmlfile") - can be used in IE to create a page/window that is outside of the current window scope. This makes the progress indicator go away! The loaded iframe will be in an invisible browser.
More about server-sent-events:
And more about the other two techniques (also explains the problem better): * http://meteorserver.org/browser-techniques/
Even more in-depth about each technique, and more techniques:
For me, running a setTimeout on the ajax request solved everything. When I ran the request from document.ready, I got the "throbber of doom". But with setTimeout it doesn't happen. (This fix also works for Chrome).
Just in case that you may need some examples, this guy did give a solution to solve firefox problem. http://www.shanison.com/?p=237
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