you need a tiny bit of Javascript.
<script type="text/javascript">
window.onload = function(){
alert("Hi there");
}
</script>
This is only slightly different from Adam's answer. The effective difference is that this one alerts when the browser considers the page fully loaded, while Adam's alerts when the browser scans part the <script> tag in the text. The difference is with, for example, images, which may continue loading in parallel for a while.