On the TotalPHP blog there's a recent post introducing you to a feature in PHP5 that can make life much easier - autoload.

In PHP 5 you can make your life a lot easier by writing an autoload function. This function will automatically load your classes, so you do not need to repeatedly include classes on every page.

Included are examples of it in action - both a simple definition and as it might be used in an application to conditionally load a class from multiple locations.