I use page logging on my site to track the number of downloads or external links. You could use a similar strategy for your site.
For instance you might have a hyperlink that looks like this
<a href="/tutorial/link.php?id=siteA" target="_blank">Visit Site A</a>
link.php would then set up a frameset with a menu frame from your site and a content frame with the actual page from "siteA"
Then as the user moves around siteA they will always have your menu visible.
HOWEVER
if the user clicks on a hyperlink on siteA's page and selects "Open in new window" they will break out of your frame. Same as if they click a link with target="_blank"
If siteA has a link with target="top" or "parent" then you will be knocked out
If siteA has frame aware javascript they may try to detect if the page is orphaned and then open in their own frameset.
BUT
if you have reasonable control over siteA, siteB...siteZ or confidence in their content then you should not have too many problems.