Redirecting to a new page based on an AJAX call
$.post("chklogin.php", { username: username, password: password }, function(data) {
        $('#msg').html(data);
 });

if(mysql_num_rows($result)==0) {
    $msg="<h3>Enter valid Username and Password.</h3>";
    echo $msg;
} else {
    $row=mysql_fetch_assoc($result);
    $_SESSION["userid"]=$row["pgmail"];
    header("location:user.php");
}

echo 'SUCCESS';

$.post("chklogin.php", { username: username, password: password }, function(data) {
      if(data=='SUCCESS'){
         window.location.href = "user.php";
      }else{
         $('#msg').html(data);
      }
 });