Loading List Items on demand

These days its common to have an item list (could be a gridview, listview etc) which expands when the user reaches the end (http://deals.souq.com/ae-en/ ORhttp://news.yahoo.com/) . When the user scrolls to the bottom of the list, an AJAX 'progress icon' is displayed and then loads more items. This is loading data on demand. How can I achieve this?

Thanks in advance.