Intergration

Hello, I have just recently installed the newest stable release of wordpress into my site.

I would like to know if anyone can point me in the right direction for a tutorial on how to intergrate WordPress into my main php page. (I have searched feverishly)

I am able to simply make the index.php appear in the correct position on my page, but once any of the options on the blog are selected it leaves my main page. I would like to be able to keep the whole thing on the main page.

Here is my site.

http://www.goodgoblin.com/blog.php

I want it as you see it there, only to stay intergrated like that the whole time when browsing the blog.

Thanks to all who take their time and read this.