How do I create a reducing index on the side bar

[Cinci-Hal]

I'm not exactly sure what they are called, but you know the websites that big box stores have, there is navigation for products usually on the left side bar that help you reduce your choices down to a specific item. you might start with a certain price range, and on the next page choose a brand, on the next page choose a size, and so on. I would like to know how to create one of these.

[Cinci-Hal]

Ok, after some additional searching, I think what I am looking for is called faceted filtering, faceted search navigation, or filtered navigation. If anyone has information on how I can learn to add this to my website, I would be very grateful.