Why is the loading icon (spinning icon) is not shown when the user clicks on the image?

Hi,

I have a pretty standard set-up. I have some images which I'm manually adding into some text on a node. I want colorbox to pop-up when they click on the small images. It all works okay except that the loading icon (spinning icon) is not shown when the users clicks on the small image - It just shows the white background. Some of the images are large and take a while to load, which is which I'd like that spinning icon to be shown while colorbox downloads the image.

Do I have to set a settings somewhere or add a parameter to the img tag?

Here is the html I'm using:

<a class="colorbox" title="Andre" href="mockup/Andre.jpg">
<img alt="Andre" src="mockup/Andre_small.jpg" style="float:left; border: 3px solid #ffffff;margin:0 10px 0 0;"/></a>

Everything else is using the defaults. For the Colorbox Module, I have "Enable Colorbox inline" ticked.

Thanks.