As you select each new tab, you can send a jQuery AJAX request for just the content you require, e.g. if your user clicks on a tab titled "Sports", you can make a request to "sports.html" on your server, and display it in the tab.
There's a good walk-through here that describe how to achieve this, all built upon a basic function like:
// Clicked on "sports" tab
$("#sports").click(function()
{
// Make ajax call
$.ajax(
{
url: "sports.html", // page to be called
cache: false,
success: function(message)
{
// Success code returned, clear sports
// content area and inject server response
$("#sportscontent").empty().append(message);
}
});
});