With iOS4 on the iPhone, if you click on a link, it opens up a new browser window, then you can swith back to the page of hte book you were on.
Get Seen iBook Store shelf
Get Seen - Inside Cover Image. iBook Store
Get Seen - Introduction. iBook Store
On the iPad, since it's not running iOS4 yet, the same thing happens, but each time you leave the book, the iBook App closes. When you re-open it, you're on the same page, but it will be even better when the iPad get iOS4.
Also available wherever books are sold.