This is actually nothing to do with SharePoint - it an ASP.NET question so it may help to change the tags.
MSDN - Form-based Programming in ASP.NET
One of the most common snags that ASP
developers encounter when they first
approach ASP.NET is that managed Web
applications must be written according
to a single-form interface model...the
SFI model is so entrenched in ASP.NET
that there's no way around it.
In this column, I'll review
programming forms in ASP.NET and
discuss ways to implement a multi-form
programming model.