In IIS anyways, if the file is index.php; you can call to the directory i.e.
http://www.mydomain.com/user/?parameter=big.nerd
Or; if you really wanted, you can create your own exension and have IIS parse something like .bignerd as a PHP file.. (if you wanted to hide the fact you are using PHP, of course). You shouldn't use .html, and can't use .asp/.aspx, etc.