Web page with frames is kind of like a picnic plate full of food - the sort of plate that has different sections with the raised part in between. You know the type: It has a big part for the main course, a little section for the salad, and a little section for the dessert. Like this:

Let's say you're at a picnic and you have a plate. You cruise down the table and you see the chicken. Ahhh ... barbecued chicken. You pick up a piece and put it in the big part of your plate. Then you see the salad - your mother's pasta salad, with bow-tie pasta, raisins, broccoli, and lots of mayonnaise. Gross. Then you go for the Jell-O. You put a few cubes of that in the other small section and then off you go, ready to eat.

See how everything is in its own compartment, but nothing touches anything else? You can think of this nicely separated paper plate as your "frameset." The frameset is the thing that keeps track of all the frames in your page, remembering where everything is put.