How do I get a series of objects to fade in sequence?

How do I get a series of objects to fade in sequence?

I have four icons that I wish to face in when the page loads.  When the first image is 25% faded, the second will fade in.  When the second is 25% faded, the third will fade in.  When the third is 25% faded, the fourth will fade in.  Since I have never touched jQuery, with the exception of downloading plugins and using them, how should i best go about this?  And feel free to make it as simple as possible to explain how it works too, since I will have no clue otherwise and it would help me greatly.