The method you want to use is called a preloader. You can find 682,000 different articles on preloaders here. In many cases though users prefer to see the page load rather than just watching a blank screen saying wait... You will see that very few professional websites use them.
I have had issues using the preloader as Roryt stated. I find that many of my visitor left while waiting for the page. The only way I could see it working is to have very small images that would load quickly.
In optimizing my performance meaning having my pages load in the very fast category I have choosed not to use the preloader. When I initially did that I found the my user retenting and CTR improved significantly