What is the essence of AJAX? For example, I want to have a link on my page such that when a user clicks this link, some information is sent to my server without the reloadin
AJAX stands for Asynchronous Javascript and XML. AJAX supports partial updates to pages without having to post the entire page back to the server.
There are plenty of options for AJAX. The two most notable (arguably) are Microsoft's ASP.NET AJAX (formerly Atlas) and jQuery.
ASP.NET AJAX is relatively easy to set up if you're already familiar with ASP.NET. jQuery is good if you already know javascript, and allows very granular control over the querying and updating of your page.
HTH