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Sorry I missed your post Shivaji.
As long as you are running Apache as your web server, mod_rewrite will work... in this instance it does not matter whether it is Apache for Windows or Apache for Linux.
If you are using Microsoft IIS/ASP, I think you need to look into writing an "ISAPI Filter", though I'm not familiar with it.
In my first post in this thread, you see the following note:
(If your FTP client does not show hidden files like .htaccess check to see if the FTP client has a preference to "show hidden files" or a preference to modify your LIST command to LIST -al instead.)
This will hopefully allow you to see your current .htaccess file so you can download it as a backup before you begin experimenting. This is also an easy way to "create" a file name .htaccess on your windows machine, which you can then edit with any text editor, like Word Pad.
By default, Apache is going to put one of these files in your web root, I believe, so if it is not there your hosting provider may be going out of their way to prevent you from using .htaccess