[eluser]TheFuzzy0ne[/eluser]
Welcome to the CodeIgniter forums!
Do you know how to use Javascript? If not, now would be a pretty good time to learn.
jQuery is very useful, and very straightforward to use. You can pinpoint elements with CSS selectors, and hook into events such as onclick, onchange, onsubmit, and so on. You will be needing to use the 'click' event, so that when a URL is clicked, your spinner appears.
There are lots of good tutorials available online.
You can include the jQuery script direct from the CDN in your main template, and also include a script that contains the logic, or you can place the script inline.
However, you've not given much information.
Where is the spinner to appear when you click a link? Should clicking any link display the spinner?
There's two potential problems you need to take into account. If someone holds SHIFT (to open a new window), or CTRL (to open a new tab), the spinner will appear on the page indefinitely.
Also, if the link contains a URL hash which points to the current page, the spinner will appear indefinitely.