[jQuery] Load question

[Dave Maharaj :: WidePixels.com]

I am new to jQuery and have a newbie question.
 
I have a link click load into div. Thats all good. But how do I add effects?
I read the jQuery docs and there are success: complete: error: but looking
thru example online I have not seen this any where.
 
Basicaly I want that click on the link it fades out showing the loading
animation, the load my url function runs and when complete/error hides the
animation and display success or error message.
 
I started paying around with this
 
 $('a.save_me').click(function(){
    $('#loading').show();
    $('a.save_me').fadeOut('slow').load(
          $(this).attr('href'), 
          function() {
    $('#loading').hide();
 
    });
 });
 
but still not working.
 
Can someone point me in the right direction?
 
Thanks
 
 
 
Dave