Without using frames or mod_rewrite, the only alternative I can think of would be links such as www.yoursite.com/?page1 so that in your index.php you'd do:
$page = (!empty($_SERVER['QUERY_STRING']) $_SERVER['QUERY_STRING'] : '');
$valid = array('page1', 'page2', 'page3', 'page4');
if($page == '') {
// index here
} elseif(in_array($page, $valid)) {
include $page . '.php';
}