Howdy,
SSI (Server Side Includes) is one way to "preload" HTML code that will be the same on all of your web pages. There are also many other ways to do this depending on your web server and the software you are using.
You can also use a web scripting language like ASP or PHP to include content from another file. The example you gave has an ASP file extension and is probably using this technique.
If you are using FrontPage WYSIWYG editor and a web server with FrontPage extensions you can use "Shared Borders" to get something similiar. It will include HTML code at the top, left, right, and/or bottom of all or some of your web pages.
If you are using DreamWeaver I believe you can use templates to get a similiar effect.
Hope this help,
cropc