Good web hosts will configure their servers to permit clients to create .htaccess files in their directories allowing them to override certain server configurations. If your web host is using Apache server software (very likely) and you have some knowledge of configuring Apache then can use .htaccess files to apply some close control over how your web files are served (such as which file extensions support SSI), specify which directories can be accessed and by whom, customise error pages and more.

Exactly which directives you can put in your .htaccess file to override server configurations varies from one web host to another and in my travels I have not seen this feature as well supported as others (such as CGI, PHP or SSI). Nevertheless, I personally consider this feature essential.