Strange, I created an iframe on a page but instead of loading only the page i was pointing at it loads the page where the i frame is in as well. This is not always so but every now and then.
It only happens when you load the page the first time, when you use the link http://lynxcardesign.nl/ with nothing after the last /. If you click around on the site it never happened to me.
IMO it depends on how you make the pages of your site; when using IFRAME you can load a certain link into an IFRAME by specifying the "Target" property on the link wizard