This can be an extremely retarded way depending on how complex your flow/page is setup, but twill do zeh job.
Let's say the main page (frame container) is main.cfm.
have all links in your frames point to that page.
(main.cfm?CallingFrameUrl=NewLocation.cfm)
By doing this, the location bar (main.cfm?leftFrameurl=left.cfm&middleFrameurl=middle.cfm) would have enough information/parameters in it, that if it were to be reloaded, all frame states could be recreated by using those parameters.
You could also use main.cfm as a relay for frame forms, but your main.cfm will become very complex depending on how much your frames are doing.
Basically, if you can, use your 'main.cfm' as a hub for all other pages/frames.
I don't know another way of doing this and would definitely not suggest doing it if either there's a lot of stuff going on, or it is not completely neccessary.
Tell me, why must you do this?
-Marc