Finally it works as expected:
<script language="javascript">
<!--
var image = new Image();
image.src = "image.php?state=angry";
function preloadimage()
{
document['image'].src = "image.php?state=angry";
{rdelim}
//--></script>
And
<body onload="preloadimage();">
and also
<img name="image" alt="Ambassador">
Some errors were:
1. I forgot the ";" in the onload="preloadimage();"
2. If you write src="" in the <img> tag, it will first display the image with an empty source path (which works in Mozilla, but produces no image in IExplore, as I would expect). Getting rid of that and leaving only the name="" works.
3. If I don't write "var image = new Image();" and "image.src = "image.php?state=angry";", it won't work. This I can't really explain...
Now I have to find a way so that my image is displayed at the same time as the rest of the page, but this is another story...
Thanks for your good help !