I am not 100% sure I follow your question, but if you are talking about the fact that the browser (or apps in general) tend to reset when you switch to other apps then I can give you a hint.
If you press the back button you will close most apps and that will cause them to be started new the next time you click on them. You can try pressing the hardware home button instead. This should suspend the app in the background and allow you to resume it most of the time. I say most of the time, because if you consume all of the RAM in your phone, suspended apps will be automatically closed to free space resulting in the same reset effect.
You could try downloading Opera mobile from the market. This browser will at least remember the last page you were on when it got closed and this will get you so far.
Hope this helps (and answers your question)...
Regards,
Eric Ritchie.