Ajax Pagination

Hello,

How do I implement Ajax pagination in the theme.

If you take a look at this website, http://goo.gl/gJh7A there are posts of each category in 3 blocks, review, sales, squeeze. I want to implement a jquery or ajax pagination, which will have numbers in the bottom of each, clicking on which will load the rest of the posts.

If there is any tutorial out there, would be a big help..

Thanks.