I'm not going to be able to teach you how to use jquery and ajax to accomplish this, that goes beyond the scope of this support forum.
this can be cone without the need for jquery though, by setting UE to go back to the same page and pass a querystring variable.
in Universal Email, set the go to page to the same page the form is on with a querystring variable, For example, if the page is:
contact.php
set the Go To page to:
contact.php?sent=1
in the body of the page, locate the opening form tag:
<form.....
and place the following code before it:
<?php if(isset($_GET['sent']) && $_GET['sent'] == "1") { ?>
Your Message has been sent
<?php } else { ?>
then locate the closing form tag:
</form>
and add this code after it:
<?php } ?>