i believe i know what he means, and yes all files need to have an extension.
the only trick i can think of to bypass that would be when you first load into
a default page it only shows the directory... example: i have a main page w/
link that points to directory on the website say /games... in that directory
you have a default .aspx/.html/.whatever... when that default page loads
it would show this in the address bar: http://www.yourpage.com/games/
edit: lol and wizard beats me to it :-P