You have 3 options.
Option 1: use frames and have the top frame load frame 2 or 3 depending on the result of frame 1. To submit all the data from frame 1 and frame 2 or 3 to another oage simply have frames 2 and 3 store frame1 vars as hidden inputs.
Confused?
Option 2: If you are not worrying about Netscape...have the second and third parts in the papge ready, but hide their visiblity using style="diplay:none;" or style="visibility:hidden;" depending on what way youy want to do it. When the user selects an iotiuon in part 1 simpke use javascript to 'show' the appropriate part of the form...2 or 3.
Option 3:
If pars 2 and 3 are similar ie: they are bothe select fields of something then store ALL the data from php as arrays in javascript. Once the user selects something in part 1 you simply have javascript populate the select field with the appropriate data.
I am betting that it is option 3 that you have seen. It is often used on car search forms where you first select a make...then another select field populates itself with the available models of that make.
easy peasy.
good luck.
scottd