OK, now I get it. Apache rewrite rules in .htaccess is probably what you're looking for. Thing is, if you just type in the base url (www.example.com), how will your site know which page to serve if you set all your pages to that?
People usually route all their page requests though the index.php file and 'prettify' their urls to virtual folders, e.g.
www.example.com/index.php?page=work will become www.example.com/work/