Edit in JSFiddle

$(document).ready(function(){
    $('ul.nav a').click(function(){
        var file_name = 'includes/' + $(this).attr('href');
        alert( file_name );
        //$('#main-content').load( file_name );
        
        //Makes sure that the link does not actually update browser location.
        return false;
    });
});

<ul class="nav">
    <li><a href="203.html">203k</a></li>
    <li><a href="conventional.html">Conventional</a></li>
    <li><a href="debt.html">Debt</a></li>
    <li><a href="FHA.html">FHA</a></li>
    <li><a href="escrow.html">Escrow</a></li>
    <li><a href="home.html">Home</a></li>
    <li><a href="refi.html">Refi</a></li>
    <li><a href="rural.html">Rural</a></li>
    <li><a href="va.html">Va</a></li>
    <li><a href="zero.html">Zero</a></li>
</ul>