There are also a lot of articles about CSS spriting on the web. Here's a random hit from a Google search: http://www.alistapart.com/articles/sprites. There exist tools that can help make sprites and the associated css automatically.
The basic idea is to take all of your images and combine them into one, large image. You then use that large image as a background for the various peices of the page. You use CSS to reposition the background such that only the part you want is visible.