when I was setting it up on dreamweaver (I am quite new) and doung hyperlinks to other pages. there was a question which asked me whether I wanted (I think): Parent; blank; self; I thought if I did self it would bring up new page in seperate window so if it was closed you would always be left with the index page.
Just a little.... Most people use the link buttons to navigate the site, they tend not to use the close window option. The way your site is set up means that every time you use a link the window stays open and you end up with loads of windows open sitting on your task bar.
I tend to use the "TOP" option in Dreamweaver for the links.
Another point: anyone who has scripts/shockwave/etc blocked will not see your links at all. Okay for those of us who use NoScript - I just permitted your domain - but some people will lose functionality completely and not know how to fix it. They'll assume that it's the site's fault.
Open your site, hover over a link and you'll see the "Flash" hand. Right-click it and the cotext menu mentions Macromedia Flash 8. A lot of web users don't have Flash. Of those, they either don't know about it or they don't want it.