Keep track of where the user is in the results by passing along that information in the query string. For example, you might pass along a "start=N" parameter, where N is the record that you want to start viewing on, for a particular page.

Then when you select your data out of the database, use that value for the start parameter to index into the results. Your database probably has a method of starting results at a particular record. In MySQL, for example, you could say:

    select foo from bar LIMIT 100,100
[download]

Update (thanks, le): The first number in the LIMIT statement is the record number to start at; the second is the maximum number of records to return.

If you're using Oracle, look into the special I<rownum> column.