How to call an action after click() in Jquery?

setTimeout may help out here

$("#message_link").click(function(){
   setTimeout(function() {
       if (some_conditions...){
           $("#header").append("<div><img alt=\"Loader\"src=\"/images/ajax-loader.gif\"  /></div>");
       }
   }, 100);
});

That will cause the div to be appended ~100ms after the click event occurs, if some_conditions are met.