Do you want it to be so that when the user types:
http://MySite.com/support/faq/ it still shows that URL in the address bar, but send a request to php for the page "http://MySite.com/?p=support.faq"
If so, that is what I want to do!
My site works similarly, but having URLs like /?page=games is very messy, I had this feature when I was usijng Joomla! (shudder not enough control) so instead of /?component=xyz&this-that&theother=something, I just ticked a box saying "Search Engine friendly URLs and It worked nicely..........
This is definitely to do with .htaccess, I could send you my old .htaccess file if you want...
EDIT: sorry... i no longer have that .htaccess