Why would they do this, and for what purpose

Hello, I created a site using tables and not frames. However I previewed the site today and found that the url at the top remained the same throught the design.

For example


it does not display the extention of files. The hosting company have placed the design inside I think a frame, now I am not sure why they have done this? Is this a bad thing they have done? will this cause any problems, or infact is this a good way of keeping the url constant without the links displayer at the end?

please if you know leave a message