remembering where the user is on the page??

I'm creating a website in php and I've noticed that many websites seem to "remember where the user is on the page," so that, for example, the user can click on a link and go to another page, but, when the user comes back to the original page, it is displayed so that the user is looking at the same part of the page that s/he was looking at when s/he clicked the link. This is a mystery to me! How do you create a webpage so that it "remembers" where the user is on the page and takes her/him back to that same place on the page when the user returns? There must be some "trick" to making this happen because a lot of pages do it and a lot don't (like mine! :-( ). But I'd like to make mine do it too!! Thanks for any light you can shed for me on this "mystery."