Whitey, WordPress doesn't support that level of customization of the URLs out of the box. You can probably use a plugin to accomplish this or the developers can customize the theme to accommodate it but it's not easy. Content in a WordPress framework does quite well with Google when left alone but if you really want to purse the URLs, then I suggest you take a look at Yoast's WordPress SEO plugin.
Maybe this, about Pretty Permalinks [codex.wordpress.org], will help. You can create "categories" which will function like HTML directories, then indicate that in the Permalink section that you want your URLs to be /category/whatever-you-want. Then there are plugins like this one [wordpress.org] that can help you create URLs that match your current HTML extensions. I think there's a way to do it without a plugin, but I'm not 100% sure. I'm better at HTML and PHP than screwing around with WP. I try to figure out how to do things without a plugin if I can because plugins can break your site during updates or be the source of a hack.