I use frontpage 2003 to make my site but i'm sure if you're using something more up to date or even dreamweaver you can accomplish this. What i did was inserted an "inline frame" in a page that i wanted and then set the page i want to be displayed on that inline frame. For example,
my website www.jsphotostudio.com
, click on galleries, then select a gallery. If you click on Weddings you'll notice it takes you to a weddings.html page but within that page under the menu i embeded a lighroom gallery which is it's own page. I also did this with my blog, online store etc...
-Joey