When you have control over what's going on in a Web page and you're using JavaScript to make things turn on and off in a page -- or even to alter the page's entire appearance -- the browser's Back button won't work anymore. The Back button works from the browser's history object, which stores the successive pages that have been loaded into the browser. But if you aren't loading new pages -- which is what Ajax is all about -- the history object doesn't know about them.
This is one to keep in mind as you design your Ajax applications. If necessary, provide your own local Back button using JavaScript. If you want to let the user move backwards to previous window states, you have to keep track of what's been going on and let the user navigate as they want to.