Serve page from different server without redirect

Hi
 From my webserver (A) I want to serve a html webpage that is located at 
another webserver (B) and keep the client located on server A.
When the client requests http://server-a/test.html I want A to make the 
client load test.html from http://server-b/test.html but remain at the 
address http://server-a/test.html
So that a link from within test.html uses A as its root, linking 
test2.html to http://server-a/test2.html instead of 
http://server-b/test2.html. That to be able to make A serve test2.html 
from yet another server, depending on different factors.

test.html:
<a href="test2.html">test2</a>

What headers do I need to send from the server to make the client 
download the page from B but execute it like it was residing at A?

If I use a 302 response with Location: B/test.html the client will load 
the page but change server and translate a non-absolute link as 
B/test.html and the clients address bar will show http://B/test.html 
instead of http://A/test.html. I want A to serve pages and files 
residing on different servers.

Thanks for any help,
Anton