Using includes with page locations

Please forgive the ignorance of this question but I am trying to use an include for a site navigation menu and am having a hard time figuring out how to point at the route of the site. For instance I may have home set as index.php, but if my users are in messages/index.php that will always bring that back to the same page. I know in ASP there is a way to set the root directory, how do I do that in PHP. Thanks