You could use frames - but they are not recommended. I would have all your code in one page, and use something like this:
CODE
<html>
<head>
<title>my site</title>
<style>
#menu { width:20%; float:left; }
#content { width:80%; float:right; }
</style>
</head>
<body>
<div id="menu">
Put your menu code here
</div>
<div id="content">
Put your page content here
</div>
</body>
</html>
Or just to expand, if you wanted a header and footer:
CODE
<html>
<head>
<title>my site</title>
<style>
#header { width:100%; clear:both; height:160px; }
#menu { width:20%; float:left; }
#content { width:80%; float:right; }
#footer { width:100%; clear:both; height:60px; }
</style>
</head>
<body>
<div id="header">
this is my header
</div>
<div id="menu">
Put your menu code here
</div>
<div id="content">
Put your page content here
</div>
<div id="footer">
this is my footer
</div>
</body>
</html>
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