The index/default page can be set on the server to be anything you want -- including monkey.butt.
It's generally set server-wide to include a list of filenames in a particular order: index.htm, index.html, index.php, index.shtml, default.htm, etc. The server will look for the pages in the order listed. If it finds the first one, it serves it up. If it doesn't, it looks for the second, and so on. So generally, if you use index.php, just make sure there's no index.htm or index.html, and it'll probably use index.php.
If your site is on a *nix box, you can also set the default page for your site in your .htaccess file, if your host allows it, or for a specific directory of your site.
You'd have to find out from your host what their server-side settings are, and if they allow you to use .htaccess.