You can safely change the URL past the hash mark without redirecting the page. However, the user can (in most browsers) navigate through these changes with the Back and Forwards buttons. This technique is usually called "history."
Because the technique is difficult to get working in all browsers, you'll want to use a framework. Take a look at http://www.mikage.to/jquery/jquery_history.html.
I can also recommend ExtJS's history stuff too. Take a look at this example:
http://www.extjs.com/deploy/dev/examples/history/history.html#main-tabs:tab2
Again, notice that not only does the URL change when the user does stuff, but changing the URL (via Back and Forward) also affects the page. This is good, awesome even, but means it must be done very carefully.