If you're pulling your data out of a database like MySQL, check out the LIMIT keyword and it's syntax.
Say you have a script that'll list a bunch of users but you want to show 10 or however many per page, you can control the results through your SQL queries.
For example:
SELECT * FROM users LIMIT 10;
would give you the first 10 results, but if you wanted to show results 11-20 (say, the second page if you were showing 10 users at a time):
SELECT * FROM users LIMIT 10,10;
The first parameter is the offset, or where to start from and the second parameter is the number of how many results to return after that.
Hope this helps..