Caching

Whenever I execute a query and retrieve the results with the sequence:

ResultSet resultSet = statement.executeQuery("SELECT blah blah
blah...");
while (resultSet.next()) {
//do something with the resultSet
}

it looks like the query is completely carried out before any results are
returned. This contrasts with the behavior of other databases (Informix
comes to mind) where the query returns immediately and the results are
returned as the database fetches them. Is my supposition correct, and, if
so, is there any way to make postgres behave the same way as Informix?
My reasons for wanting this behavior is that I'm displaying results in real
time to a user through a GUI and the gradual display of results is
preferable to a long pause followed by all the results at once.