What Shawnz said is for PHP. If you don't know PHP or want to do this without PHP (and thus only basic HTML and javascript), look up "anchors". Those are the things which start with "#". eg:
http://www.blah.com/mypage.htm#here
You can do exactly the same with them as you can with PHP, though you need to write some small javascript code to parse the anchors (and thus react on them) as this use of anchors is a bit different than the default usage (which is jumping to a particular place on the page).
Though PHP is much more secure since people can't view the original source of the page and find out some (hidden) "anchors". Of course, with only HTML and javascript, the source can easly be viewed. But if it is just for jumping thru pages and/or redirecting and/or making some choices and/or parsing some variables to a specific page, than anchors and javascript can do this perfectly also.
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