Keith,
Its possible your host does not provide the .htaccess file, sometimes its stored in an unreachable location.
There may be good news however, if you are allowed to append .htaccess information to your hosting service then you can bypass the problem. Your ISP should be able to inform you if this is allowed, you may want to call a few times to be sure. I know GoDaddy allows it.
How to do it?
First, you need the .htaccess file itself, if you are on windows make sure you can view ‘file extensions’ – Google can get those directions for you. Now right click on the desktop -> make new -> text file. When you name it, you can now see the ‘.txt’ portion. Just remove everything and name it .htacces
You don’t have to add anything original, only add things that are missing from a standard .htaccess file.
Now you have a file that you can edit in notepad and append the changes. With changes done simply upload that file to the root (base) folder of the WordPress install along with the ‘index.php’ and ‘config.pgp’ files.
As said I suggest you call your hosting provider and confirm that this will work.
Eric