[jQuery] append ajax call result?

[jasonpriem]

I want to append the result of a load() call, rather than replacing
everything in the element, like this:
<code>
$("a").click(
        function(){
                $(this).append( load("./my_data.php") );
});
</code>

I've tried
<code>
        $("a").click(
                function(){
                        $(this).append(
                                function() {
                                        load("./word_data.php");
                                }
                        )
                }
        )
</code>
which doesn't work.  Is there a way to do this?