I believe there's an option in Settings -> Applications -> Development
You could also increase the backlight time to something longer than a few minutes in Settings -> Display.

Though I'm not sure offhand if either of these disable the slight fade that occurs after a short time, that seems to be a Sense feature.

 

When the screen goes into the fade mode you can tap it gently to prevent it from entering sleep mode.

As suggested above, increase the time before it sleeps by going into settings / sound & display / screen timeout. You can set it up to 30 minutes if you wish (I'm sure that should be long enough for your web page to load!)

 

Also extended controls widget on the market has a toggle for keeping the screen on. You can put it on tout home screen. That way you can toggle always on screen without having to keep altering your screen time out.