There's also another method that can be used if you have an Apache server. You can upload a file called .htaccess to a directory and it can automatically handle redirecting. The advantage to it is that it can also redirect whole directories.
The basic structure of a redirect is as follows:
Redirect /old.html http://www.yourwebsite.com/new.html
where old.html is in the same directory as the .htaccess file and the full URL is the address of the new file.
To redirect whole directories, type:
Redirect /olddirectory/ http://www.yourwebsite.com/new.html
Whenever anyone tries to access anything in olddirectory, they will be redirected to the new URL.
If you're interested, more information can be found at
http://wsabstract.com/howto/htaccess.shtml
This page and the 'Redirects' link at the bottom should be sufficient.
One note, however, is that Finder prevents you from starting a file name with a dot. A workaround is to upload a file called 'htaccess' and rename it to '.htaccess' once on the server.