Stop redirect from iframe

[digerati_duke]

Hello:

Is there any way to stop redirect to link page from my iframe. For example the following snippet is part of my page..(say, main.html)
....
<iframe src="http://www.yahoo.com" ...></iframe>
....
When main.html loads, it shows the content of "yahoo" site within the iframe block and I would like to keep that way, meaning if the user click any link within the "yahoo", I want to stay in my main.html page and load that link page inside my iframe instead of loading new window.

I can't even make iframe work with "www.cnn.com (http://www.cnn.com)". Looks like the site may be preventing from loading it's content into a frame.

Any help by pointing to the right direction will be highly appreciated.

Thanks
Duke.