If you know some
JS, and you want to get something similar yourself, just Google AJAX. You'll need to know PHP or some other server side script also (which will submit data to the
JS script).
I think they're quite a few scripts out there that do all the complicated stuff themselves and let you do some very simple things to retrieve data. If you're still interested in knowing more after that, then you could go into how it works, etc. It is also possible to read complicated XML files using AJAX files. That means that the back-end needn't submit the HTML stuff itself (which would make the code pretty inflexible, wouldn't it?). It would only submit the information in a handy format and your
JS would perform the necessary actions.
I did try going into all this, but I gave up pretty fast because I didn't see myself doing anything too complicated in AJAX for quite some time.
Just for fun, I suggest that you read up about what AJAX is. That way you'll know what's happening when you're browsing your email on GMail or chatting on Facebook (and the many other websites that use AJAX).
Thank you for posting a thread! You've not only learned something here, you've made this discussion potential reference material for many others (members of YC as well as people looking up on Google)