I used to do the whole website thing on geocities or freewebs a couple of years ago.
Well my boyfriend asked me to make him a gaming site.
I was used to use iframes and I heard DIVS were more efficient.
So I gave it a try.
I've been experimenting and learning a bit but what I really don't understand is
how to get the links in the sidebar/menu to open up in the content part.
It probably sounds dumb of me asking, but I'm fairly new to this and would appreciate any help. :)

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I'm not quite sure what you mean. Do you mean you want the links to open to what looks like the same page, but has different content in the main section?

That's exactly what I mean.
I've tried this <a href="http://xsvgamez.webs.com/contact.html"><b>CONTACT</b></a>

but it just opens in a new window.
I'm so lost.

There's ways to make it open in the same page, but most people just make a new page and use the same header content to make it look like all the other pages. I used this tutorial to make that a simpler task.