You're on the right track.
For each state of the ajax page that you want to be able to link to, change the hash tag:
window.location.hash = "this_state"
When the page loads you'll need to check if the window.location.hash value matches one of your states and if it does make the app go to that state. ("Listening" for the change of the hash tag is the page loading.)
This way your users can bookmark and share the states, making for a much more usable app, so props for caring about it.