JQuery :: Ajax Loader To Appear In Between Page Loading

I'm creating a site using AJAX and I would like for an ajax loader to appear in between the page loadings.
$("#menu ul li").click(function(event) {
$("#ajaxLoader").show(function(){
alert('hello');
});
setTimeout("jQuery.fn.test("about");", 3000);
});});
jQuery.fn.test = function(page) {
$("#content").load(page + ".html");
$("#ajaxLoader").hide(function(){
alert('good bye');
});};
This works perfectly the first time - the ajax loader appears for about three seconds before disappearing and instead the page is displayed. But the second, third, fourth ... time, the ajax loader never shows up.