You mean pages like these:
http://webdesignledger.com/inspiration/40-excellent-examples-of-single-page-websites[
^]?
If yes, your question is quite confusing. Actually what you described is the Single Page Interface which relies on ajax calls. But it is not made as you think it is - or as I think you think.
So, to get an idea about the technology, especially from client side view:
http://itsnat.sourceforge.net/php/spim/spi_manifesto_en.php[
^]
There are engines that are built to support this. You can take a tour here:
http://net.tutsplus.com/tutorials/javascript-ajax/important-considerations-when-building-single-page-web-apps/[
^].
Ok, this all can be done with php on server side, but the tricky part is the client side. It might be possible, that you will need a little bit more experience in javascript and a javascript framework like jquery.
If the samples in the first link are not like the ones you meant, you should probably add a link to your original post, so we could see.