Hi this is my first post, mainly because my countless google searches have failed miserably.

So all my site urls end in the file name that there on.
i.e. mysite.com/index.html

But i see sites that have there sites end in just the name of the site, as if its referring to just the folder.
i.e. mysite.com/blog/

here is one example of a real site that does this.
http://www.danieloliver.co.uk/blog

So my question is: How can this be done, and what is this technique called because it seems like it should be simple but i cant figure it out for the life of me.

Thanks everyone