This is an excellent topic to pick up on because it does save a lot of work for people.

In addition to the site Lisa mentions you might want to check out:

http://www.boutell.com/newfaq/creating/include.html

It is very clear, also, and deals specifically with one or two additional points. There is one important one. If you have support for both ASP and PHP on your host, no problem. But otherwise there is a slight difference in the structure of the code required. Very simple difference but you know how that goes with code. All it takes is the presence or absence of a single unacceptable key stroke and you get to spend who knows how much time trying to figure it out.

Also, it is good to keep in mind that some free hosts in particular do not support this at all.

Good Success!

James