[self performSelectorInBackground:@selector(setImage) withObject:nil];

-(void)setImage
{
    NSAutoreleasePool *pool = [[NSAutoreleasePool alloc]init];

    NSString *strUrl = @"--some URL--";

    NSData *imageData = [[NSData alloc] initWithContentsOfURL:[NSURL URLWithString:strUrl]];
    UIImage *myimage = [[UIImage alloc] initWithData:imageData];

    [pool release];
    [imageData release];
}