Although some people do not aggree (Jacob Nielsen), In-Page-Links are frequently used on content heavier webpages to ease navigation.
I myself am not a huge fan of this solution, but i see the need for it. My biggest complain is, that it often seems to confuse users - "Where am I now", "How did I get here" - because clicking the link does not perform the expected action. Instead of going to another page, it performs some kind of scrolling, but skips the important visual hints.
Luckily using prototype.js and script.aculo.us it is dead simple (13 loc) sprinkle some usability on your page.
To save you a few minutes i packaged it up in inpage.js
