Downloading

[excaliber7388]

I could swear I saw some servers with this.
When you first log on, all the images the player will need (or at least the large ones) are downloaded so they don't lag later.
How is this done without showing the image then hiding it, and how would I make use of a gui that would come up when the player is downloading it?
edit:
also, how could I display something that tells the player they are downloading something?