[jQuery] load image by ajax..how?

[joomlafreak]

I need for one application relatively big size background images which
change every few seconds. I was wondering if it is possible to load
the images one by one using ajax and then set some clause to use it
from the DOM after it is loaded for the cycle and not loading it from
the server. The second part is easy I feel where I will set up a
clause to not load it from the server by ajax but from the div where
it is inserted. But how do I load the image first time using ajax.
thanks