HTML as a Windows desktop -- must links open in a new window?

Question is the title. I have an HTML page for a desktop phone list. I’d like to put links there that simply open as part of the desktop (like the original desktop-page is). Whether I use separate pages, or anchors within the same page, it always opens a new MSIE window when I click a link.

I’ve tried to do what you want in the past and failed. To the best of my knowledge, it can’t be done…