Many times I\'ve seen links like these in HTML pages:
Click here !
using return false in an onclick event stops the browser from processing the rest of the execution stack, which includes following the link in the href attribute.
In other words, adding return false stops the href from working. In your example, this is exactly what you want.
In buttons, it's not necessary because onclick is all it will ever execute -- there is no href to process and go to.