start

HTML

<link rel="stylesheet" href="http://code.jquery.com/mobile/1.0rc2/jquery.mobile-1.0rc2.min.css">
<script src="http://code.jquery.com/mobile/1.0rc2/jquery.mobile-1.0rc2.min.js"></script>
<body id="body">
<div data-role="page">
    <input type="button" id="button" value="button" onclick="change()"/>
</div>
</body>

JavaScript

function change(){
    $('#body').append("<div id='newPage' data-role='page'>Second Page </div>");
    $.mobile.changePage("#newPage");
}