In order to enable Mod_Rewrite for your site you should create a text file called .htacccess in the directory where you wish the rewrite rules to apply.

The first line of this text file should be:

RewriteEngine On

After that you can place your rewrite rules. Here are some examples for Joomla's SEF option:

RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteCond %{REQUEST_URI} (/|\.htm|\.php|\.html|/[^.]*)$  [NC]
RewriteRule ^(content/|component/) index.php

Many applications come with ready to use rewrite rules that can be found in a file called htaccess.txt.