AJAX is an acronym for Asynchronous JavaScript and XML. JavaScript is a scripting language that is supported by all of the major browsers. With AJAX, an application running in the browser can use JavaScript to send an XML message to the server, the server works on the request and sends an XML response back to the browser client, and the browser uses JavaScrip to process the response.

The AJAX Page Life Cycle
pageLoad Called after page is loaded from the Web server
pageUnload Called when page redirects, posts back, or makes an asynchronous call to the server

The UpdatePanel Control
The UpdatePanel enables partial-page updates, which is one of the most compelling reasons to use AJAX. It is responsible for eliminating the page flicker and scrolling back to the top of the page after postback—experience that people have become accustomed to but are still uncomfortable with all the same.
The UpdateProgress Control
Sometimes a partial-page postback takes longer than normal. Instead of making the user sit there wondering what is happening, it would be better to give the user some type of status. The UpdateProgress control helps in this area by letting the user know that progress is being made.