You know frames aren't any scarier than tables really.. I actually learned frames before tables when I was learning HTML... As long as you can understand the idea that you're loading a different page in every frame section, it's not that hard really..
Certainly easier than figuring out another way to do this.. so when your index page loads, it loads the ultimate.cgi page in another frame.. this would definitely be the way to do what you wanted easily, regardless of server..
If you're looking for a good reference book on all things web... try Que's Platinum Edition Learning HTML4, XML, and JAVA book.. it's very very very good as a reference guide..