I can try to make it a bit clearer....
Basically, there are two page models: a complete refresh (a reload of the same page or a request for an entirely new page) or a postback using AJAX.
For most pages, the Planet Wrox site uses the first option: for example, when you go from Home to Reviews a completely new page is requested. Since it is a completely new page, you can't leave the header and footer in place. However, you can give the user the impression some parts remain by:
a) Implement a consistent design
b) Make your site fast. By using minimal HTML and cacheable CSS, the new data that is requested is quite small and thus the browser can quickly redraw the screen, giving you the *impression* only part of the page is redrawn. This isn't true, but that's how it's perceived because of the speed at which it happens.
Additionally, for Internet Explorer you can smooth out page transitions as described here:
The other model uses AJAX. This is explained in-depth in chapter 10 of this book where AJAX and the UpdatePanel are discussed. You see a live demo of that in the Contact Page / User Control.
Hope this clarifies, and not further confuses matters.... ;-)