A new tutorial has been posted on the PHPFreaks.com site today dealing with paginating your data (in their example, info from a database).
It makes way more sense to break up your list into page-sized chunks, and only query your database one chunk at a time. This drastically reduces server processing time and page load time, as well as gives your user smaller pieces of info to digest, so he doesn't choke on whatever crap you're trying to feed him. The act of doing this is called pagination.
They include the full script for those that want to jump right in and the detailed info in the rest of the tutorial for those that need a little more insight. The script gets a count of the results first then uses the LIMIT format for MySQL to restrict the number of rows returned each time and where to start those returned rows from.