You have a file called menu.php or menu.html, whatever you want, that has your menu in it.

Then in your pages, you have to do the:

Code:
include 'menu.html';
The pages that have the above code in them must be .php documents. The only difference between a .php and a .html document is the extension, and the fact that you can have php code in the first.

What I usually do is have a header.html and footer.html file, and in each of my pages I have:

Code:
<?php include 'header.html'; ?>

<b>All the HTML</b> stuff here.

<?php include 'footer.html'; ?>
It makes it really easy to update layouts, menus, etc.