URL redirect

I am updating the site and due to some reasons old urls will be replaced with the new urls. For example:

http://www.my-domain.com/old_url.php

to

http://www.my-domain.com/new_url.php

Could you please guide me what is the best way to due this using .htaccess so it won't hurt the search engine rankings?

 

let me know if you have any more question.

 

Sorry but I don't think it is correct.

I think the method you have told me will redirect the old domain to new domain while I need to redirect old script name to new script name.

Like in abovementioned example, old_url.php will be replaced with new_url.php while domain remains the same.

Thanks.