linking: A noob question. -_-;

[Red Blaze]

I'm gonna keep updating this thread with questions so I won't have to make a new one, so here's my first noob question.

I'm trying to learn PHP, so without leaving the php file, how can you link? Example, you're here

forum/memberlist.php?

I then click on a letter, and you don't leave memberlist.php, but you get a new page.

What I want in my situation is, I have a review page, and I have a list of games. I click on a game and I don't want to leave the review page, but I get a new page of a review of the game I clicked. Is any of this making sense?