I think that's a php trick, where you use the url as a variable with a php?id=32 or something like that, and depending on what that number is, the script pulls up the image with the corresponding number. Then after that, the next and back buttons just add or subtract one from the number.
Actually, you can see it at work on the url for these forums. I don't know just how it works though, but it's not like I have a comic (yet) to apply it to, either.
I want one of those uploader scripts like on Geocities, where I can use a username and password and make my website from any desktop, but right now, I don't think I should try to tackle that yet.