Phil that's ri-goddamned-diculous. Either your host misunderstood what you were asking him to do, or you need to run, not walk, all of your sites to another host.
If your server has apache software (and as long as its not a Microsoft server I see no reason that it wouldn't) then you can cut and paste a .htaccess file from anywhere and upload it into your root directory, the host doesn't have to write one for you.
Get a file from the link Martin posted above, save it as .htaccess.txt on your hard drive, then upload it to your server in ascii (sp?) mode, not binary (those should be your only 2 options) once its on the server rename it and remove the .txt from the end and you're good to go.
Having htaccess on your server is like having brakes on your car, its not an expensive option, its standard equipment, and you should never drive without it
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Did somebody say Free Content?