Hello, In classic asp you required to used ISAPI Rewrite ... Below url may help U? http://www.helicontech.com/articles/provocative_SEF_URLs.htm
If your website is in ASP.NET, you can use urlrewriter.net. It's an open source .net component. http://urlrewriter.net Post you may find helpful: http://weblogs.asp.net/scottgu/archive/2007/02/26/tip-trick-url-rewriting-with-asp-net.aspx
Yes as Sam says http://urlrewriter.net is the easiest. It works great in shared hosting. All you need to do is to modify your web.config and copy the dll in your bin directory. I have used it in my Jokes site