The funtionality you are talking about is implemented in
CPAN modules CGI::Screen and
CGI::Application. Having never used them myself,
I cannot tell if they are an exact solution, but they are
probably worth looking at.
in reply to CGI: Make one big program or lots of little ones?
If you want to produce multiple pages in a single http responce, then you are talking
about http push, which can be done with CGI::Push, but is limited to netscape. Alternativly you can use a http pull through the Refresh http header, which is more widely supported but still relies on the clients.