If you put a file called
index.php inside the folder that corresponds to
www.website.com/page then the webserver will grab that file when you ask for
www.website.com/page - though it will also fetch the very same file if you ask for
www.website.com/page/index.php.
That's the 'cheap n nasty' approach.
You can also use what's known as urlrewriting.
Here's Microsoft's page if you're using IIS:
http://www.iis.net/downloads/microsoft/url-rewrite[
^]
And here's Apache's page if you're using it instead of IIS:
http://httpd.apache.org/docs/2.0/misc/rewriteguide.html[
^]
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