The second site is mine. Here it is at a high level
2) Added in the Wordpress code to pull in content without ajax. Make sure all content is wrapped in a consistent div, which I call container.
3) I use jQuery to hijack all clicks on a href links. If there isn't target="_blank" or a class of override I then load the page using ajax. I grab the url, look for the div of container (defined above) and load just that content keeping the header and footer consistent. I also use JQuery address to change the url and title of the page.
4) When the content is finished loading I fire jQuery calls to fade in the content and reposition the bar under the nav. I also make additional calls to add any page specific JS back in as it gets stripped out by loading the page via ajax.
Hope some of this helps!