Method 1:
View module in Drupal 5 has the function to create tab menu. It is a little hard to find out.
Suppose we have three views created earlier: view1, view2, view3
Step 1: Set tab 1 (Default tab)
Edit view1 (the name is view1, you may change)
1. Check “Provide Page View”
URL: tab/1 (important)
2. Menu: Check “Provide Menu”
Check “Provide Menu as Tab”
Provide Menu Title: view1
3. Default Menu Tab
Check “Make Default Menu Tab”
Set the view1 as default.
Under “Parent Menu Item Type”
Select “Tab”
This means tab is used as Parent Menu.
Step 2: Set Tab2
Edit view2
1. Check “Provide Page View”
URL: tab/2
2. “Menu”
Check “Provide Menu”
Check “Provide Menu as Tab”
Tab Weight: 2
Provide Menu Title: xxx
*Don't touch“Default Menu Tab”
Step 3: set tab 3
Edit view3
1. Check “Provide Page View”
URL: tab/3
2. “Menu”
Check “Provide Menu”
Check “Provide Menu as Tab”
Tab Weight: 3
Provide Menu Title: xxx
If you want to add more views to tab menu, just follow the step2 or step3.
Method 2:
One can use "Tabbed Block module":
http://drupal.org/project/tabbed_block
use this module with view block.