There are some others applications doing this, like Twitter, Facebook, or even native applications such as Android Market. When you want to display a list of items retrieved fro
When user scrolls to the bottom your adapter's getView should return a view with "Loading.." text and spinning progress. At the same time AsyncTask or background thread should be started that downloads a new chunk of content. When content is ready adapter.notifyDatasetChanged() is called and ListView redisplays all content including the new items.
So "Loading..." message is just a last item in the ListView.