understanding SPV (simple payment verification)

[jonas.schnelli]

Hi

I try to understand a SPV implementation.
I've read: https://en.bitcoin.it/wiki/Protocol_specification and https://en.bitcoin.it/wiki/Thin_Client_Security as well as satoshis chapter 8 (http://bitcoin.org/bitcoin.pdf).

What i don't understand:
Assume user A has bitcoin address X.
user A can do getheaders and load all block headers and then have all block hashes and timestamps.

So: how does a SPV client then find a possible tx to users bitcoin address X without loading all blocks (an all tx)?

Thanks