Javascript/HTML/Passing Parameters

I have a few product solutions that passes parameters from one screen to another and I noticed that there is a way in which the url address does not change from one screen to another. Also, if you were to hit your refresh button, the browser does not redirect you to the url address displayed in the Address box. How is this done? Do you have to use a combination of Javascript and Frames? Sample code or direction to a web page that explains how to set this up would be very helpful.