Cue .htaccess :-)

Add the line 'Redirect 301 /dir/file http://full_url' to your .htaccess file and anyone accessing /dir/file will be forwarded on to the URL, /dir/file or even /dir does not need to exist at all.

For example you can create a memorable link to Webmail by adding the following to your .htaccess

Redirect 301 /webmail http://www.dogsbodyhosting.net/webmail