Create your map object, by specifying the numZoomLevels and adding a PanZoomBar control. We'll also set the numZoomLevels property to 8, meaning that only eight zoom levels will be available. Lastly, we'll set the maxExtent property to include just a subset of the world, like the following:

map = new OpenLayers.Map('map_element', {
  controls: [
    new OpenLayers.Control.Navigation(),
    new OpenLayers.Control.PanZoomBar(),
    new OpenLayers.Control.LayerSwitcher()
  ],
  numZoomLevels: 8,
  maxExtent: new OpenLayers.Bounds(-100, -30, 40, 30)
});

Open up the page, and you should see something like this: