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For web hosting, you have to check with them to see if they support that. Most hosting control panels have a section just for cron jobs and it's pretty easy to configure them (once you know what command you want to run).
There's a number of online cron replacement services out there. If you're on free web hosting and don't have access to cron, or are on a local machine but don't want to leave it on all the time, this is a GREAT option.
[edited by: tedster at 9:56 pm (utc) on Dec. 15, 2009]