When you connect your iPhone to your computer and run iTunes, click on your iPhone under Devices on the left. Then click on Apps in the tabs across the top. This will show you the various screens of apps on your iPhone and also show you a list of all apps installed as a scrolling list.
You can check and uncheck the apps you want to sync over to the iPhone in the scrolling list, you can move the apps into the arrangement you want on the virtual screens.
When everything is as you want it, click Sync in the lower right of iTunes.
You shouldn't have to do this ever time (I don't) and things should stay about the same now. As you add new apps on the iPhone, however, they'll go to the last screen by default. You will still need to drag them where you want them after they download.