There are many, many ways to do this.

You could use Server Side Includes to include the navigation in each file. So when you want to change the navigation, you only change one file.

Alternatively, you could do the same thing in PHP, ASP, ASP.NET, JSP... the list goes on. If you have access to any of those technologies then certainly give them a go as it will make life a lot easier when it comes to updating content.

If you don't have access to any dynamic technologies (only HTML) then there are still things you can do. Some programs (such as Dreamweaver) allow you to create a 'template' which all of your content is based off of. When you want to change the template, Dreamweaver modifies all of the files using that template for you.