When using Comet, or Ajax Long Pull techniques - an iframe is usually used. And while that iframe is waiting for the long connection to close, the browser is spinning its throbber (the progress/loading indicator).
Some websites, for example etherpad.com, managed to make it stop.
How do they do it?
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: