Thanks guys for your advice
Just to clarify what I meant, here is a real example:
The following page is #13 on Yahoo for the keyword term 'free anal sex links'. The keywords are in the page name.
http://www.adult-xxx.org/free-anal-sex-links.htm
Now, if I had exactly the same page but it was named 'index' and was in a folder named 'free anal sex links', would it have been listed higher in the search results for those keywords.
This is just an example, I'm not changing any existing pages/domains, I wanted advice on a new project that I'm working on.
Cheers,
Lisa