How familiar are you with Javascript and AJAX?
That script is done entirely through AJAX and Javascript.
Since you looked at the code, you probably saw all the lines that looked like this:
<li><a id="it99" href="#" onclick="return showItem(99, 1, this);" onmouseover="return showItem(99, 0, this);"><img src="http://media.playdota.com/items/99/thumb.jpg" border="0"/></a></li>
In the <script> tags at the top of the page, there's this entry:
<script type="text/javascript" src="http://media.playdota.com/js/script.js?ver=2.3"></script>
That script does all of the page interaction. After a bit of searching for "showItem," I found a function that essentially changed that right div to contain the correct content. It does use an AJAX loader in another function, but you can figure that out if you have some knowledge of AJAX.
Good Luck,
-rockerest