There are two redirect codes that the webserver can serve, 301 and 302; some will say 301 is the way to go; others will say the opposing, others like me say they work well in conjunction with eachother if you're *just now* redirecting content that's already in engines.
If you where wanting to create a redirect, open up your .htaccess file on the server (generally in your web root), if you have none then you can create a new one (make sure your FTP client can read "hidden" files, hidden files in unix/linux are prefixed with a ".").