1) as others noted, you can use frames / frames;
2) you can use session / cookie with Ajax without a refresh page;
3) Ajax , ;
4), mod_rewrite, + , , ; , www.example.com:
- link1 - www.example.com/path1
- link2 - www.example.com/path2
- link3 - www.example.com/path3
, www.example.com, / cookie ..
mod_rewrite : google.