Hi Rosey
From what you asked, I assume that you want to get rid of the frames but keep the look.
The header, footer and navigation sections the same on each page, with only the body changing. When coupled with CSS makes for great sites that can be changed in a couple of minutes.
As Tina says, you can use either DWT's or a template, I personally prefer the template route as this gives easier coding than DWT's (no doubt people will disagree).
On my sites, I usually have a header, footer and main nav as htm pages and then use the page include within FrontPage, or indeed straight HTML where the site is being used on a LINUX server without FPSE.
Every page has the same look and the same style, plus they are search engine friendly.