One might think there would be an <HTML SRC=""> tag, much like <IMG SRC>, to include one document in another. But this has several problems, one of which is that it would require opening a second connection to the server. This is very inefficient (translation: SLOW for your readers).
"So what can I do about it?"
The most common solution is the "server-side include" mechanism. The NCSA web server can be configured to recognize documents ending in ".shtml" instead of ".html" as documents that it should scan for server-side include commands referencing other documents or scripts. For details, see the NCSA server documentation <URL:http://hoohoo.ncsa.uiuc.edu/>.