Html url problem?

When I upload my site it works fine but I want it to open a new page with a new url.

that may be confusing ill give you an example:-
eg.
www.mcfc.co.uk (this would be the home page)
when I click on players page button for example id want the url to read
www.mcfc.co.uk/players.htm

but it doesnt it just keeps the first url in the address bar

any ideas what im doing wrong?
cheers:smirk: