These links explain it in detail:

http://www.freewebmasterhelp.com/tutorials/htaccess/1
http://help.mindspring.com/webhelp/r...ccessindex.htm
http://w3.ag.uiuc.edu/DLM/GoHTTP/htaccess.html
http://www.cs.brandeis.edu/~guru/htaccess/

That first one is very straightforward.

You may need to check with your host to make sure you can use them or have them enabled if you can't (I did).

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Sualdam