You can create a class and then use fadeout method of jquery :
CSS :
.loader {
position: fixed;
left: 0px;
top: 0px;
width: 100%;
height: 100%;
z-index: 9999;
background: url('/yourimagefolder/loading.gif') 50% 50% no-repeat rgb(249,249,249);
}
html div :
<div class="loader"></div>
Jquery :
$(window).load(function () {
$(".loader").fadeOut("slow");
});