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The longer answer is that you can use Javascript to open a new resized window without any chrome or address bar, but it needs to be a used-generated request (ie. the user must click on a link to open the file, otherwise it will be blocked by the pop-up blocker). Even then, you will still get an address bar in many modern browsers including the forthcoming IE7 - this is for security reasons. The technique won't work if the user had Javascript disabled.
It is a bad idea as it is usually strongly-disliked by end-users - if you try to contain your entire website in a restricted window then you will put off a very high number of visitors. It may be a possibility, however, if you just want to have a particular page shown in a small window , for example a pop-up "help" feature for a site otherwise in the main browser.