To supplement Calvin's answer, images can be preloaded by adding in this function:
$.preloadImages = function()
{
for(var i = 0; i<arguments.length; i++)
{
$("<img>").attr("src", arguments[i]);
}
}
Then just telling it which images you want to be loaded:
$.preloadImages("image1.gif", "/path/to/blah.png", "some/other.jpg");
Put that code before the stuff you are loading in, as a courtesy.