A new experimental technique to investigate the structural rearrangements associated with thermal phase transitions of phospholipids is outlined. The method utilizes the changes in small-angle X-ray powder diffraction patterns, monitored with a time resolution of down to 1 ms, following fast temperature jumps of about 10 K height in 1-2 ms. This heating rate, effected by an erbium infrared laser pulse, provides a synchronous disequilibration of the lipid samples and the ensuing structural relaxation processes are observed by using the high-flux X-ray beam from a synchrotron source in combination with a rapid position-sensitive-detection and data-acquisition system. For the two symmetry-heterologous phase transitions, the lamellar (L-beta')-to-monoclinic (P-beta') 'pretransition' of synthetic phosphatidylcholines and the lamellar (L-alpha)-to-inverted hexagonal (H(II)) transition of phosphatidylethanolamines, this method provides the first evidence for the existence of transient intermediate ordered structures. In the pretransition, the first step is the rapid (< 2 ms) formation of a second lamellar lattice, with a decreased repeat distance, which coexists for up to about 100 ms with the original L-beta' lattice. In a second, slower, process, these two lattices merge and transform to the P-beta' structure within several seconds. In the L-alpha-H(II) transition, the first rapid step (tau approximately 5 ms) consists of a uniform shrinkage of the lamellar lattice; this is followed after about 20 ms by the first appearance of a distorted hexagonal lattice and a slow transformation into the final H(II) lattice. Comparison of these results with X-ray diffraction data obtained under near-equilibrium conditions, where these intermediates cannot be detected, shows that the systems respond to the high thermodynamic driving force which exists under non-linear non-equilibrium conditions by formation of correlated intermediated structures which provide efficient pathways for relaxation.