It's actually rather easy IF you don't need to pass parameters back and forth.
you can do the include statement using a url.
include ("http://www.easilyaddictive.com/header.php");
for example. However, when you do this, if header.php has a variable in it such as $username, you won't be able to read it. This has given me more grief on my sites; however, I believe that it is essential for security.
Amy