it's called an IFrame. it's only available in newer browsers. (IE4+, NS6+, Opera 6.05 etc. ) you create your IFrame where you want it to be, like so:
<IFrame Src="default.htm" Name="billy"></IFrame>
where default.htm is the page that you want to show, before any links have been clicked. note that i've included Name="billy". this is because we need some way, to tell the links that we want them to open inside this IFrame. we do that, like this:
<A Href="thePage.htm" Target="billy">click click</A>
it looks just like a normal link, except for that Target="billy" bit. See the connection? Where do i want this to open; i want it to open in billy.