Just create the .htaccess file thats needed and save it to the server. Also...this file is hidden by default so in your ftp app you need to add -la to your remote file mask so you can see the file.
Gutspiller, some virtual hosts don't let you use mod rewrite though. Be prepared for it to not work. VO shut it down on my last year when I was on a virtual server. I had to move to a VPS to get it back.