Frames not working correctly.

I've created some frames in Frontpage v 4. When the pages accessed from a link in a word file or email the frames work as they should. (ie the left frame remains as the main frame changes). When the url is entered directly into IE explorer the frames don't work. The linked pages open in a new page and the back button is needed to get back to the menu. I'm sure there must be a simple solution to this problem.

If you enter the link below into a word document and then click on it the frames work fine. If the URL is entered directly into IE exploerer, they dont.

http://homepage.ntlworld.com/michael.georgiou/new_page_4.htm