my site only has 5 pages so i named them: index.html, mysite2.htm, mysite3.htm, mysite4.htm, mysite5.htm. could that lead to trouble with being indexed in the SE's?
No problem with the indexing but it would yield two problems for you. Firstly, its not fully optimized for SERP. Do name the pages related to the content keywords. Second, you may not remember what is their respective content after a few months... additional burden for maintenance
Keywords in the URL are working really nice. With only 5 pages, there is no reason not to use the url to your advantage.