In Gmail when a new email is received, the page automaticly show the mail without refreshing, how this can be done?
You said it AJAX XMLHTTPRequest search for jQuery and ajax on the wiki, it's not sow tough stuff nowadays as it was 4-5 years ago, when we were using hidden iframes to simulate desktop application behaviour online.
This is a point to start: http://api.jquery.com/jQuery.ajax/
And this is the main idea: http://www.w3.org/TR/XMLHttpRequest/