I want to know how Facebook is doing their
iframe footer bar. I mean, i know they have an iframe on footer, but i want to know how they are reloading pages without reloading the iframe also, 'cause the
iframe always stick there even though the page does reload again. Any ideas/knowledge?
Try clicking on a link which is different section and it changes the url and so far i know, if you try to change the URL, then the page will reload again. Also, try using Facebook on Chrome: you will see it reloads on every new page. It's not AJAX, because the URL wouldn't change if it was AJAX (do little research on URL changing, you will know).
Well, powtac pretty much gave you the answer: Facebook doesn't reload the whole page when you click a link, it requests the new content via XMLHttpRequest and refreshes only those portions of the page that change.
It's pretty slick about this: a naive implementation might not use real links at all, thus preventing you from opening, say, a different Facebook tab in a separate browser tab.
This technique - intercepting link navigation - also allows Facebook to use custom prompts when you try to navigate away without saving, and re-write paths as fragments, allowing it to track the current location in the URL without reloading the page.
FWIW, this question has already been asked and answered - see: How are the facebook chat windows implemented?