If I am getting your question correctly, then you said you want to have tabs on your web page itself. So when you click on a link on your page it opens on new tab on your page. If thats the case, have a look at this:
Tabs[
^]
If your pages are built using Silverlight and then you can treat them pretty much like different windows and open them in separate tabs but you might have to create the tab controls yourself.
Silverlight Tabs[
^]
Hope this helps...
Cheers.