Is this possible to do with wordpress

I have a question thats more for seo purposes. Everytime a webmaster make a new blog entry a new url forms. And if someone links to that url then hey will be taken to that entry. However, i wonder if its possible that if someone links to an indivdual url on your blog and they will be taken to that page but the search engines will follow to the main page of your site.

If i confused you sorry about that. Here is a clear example.

My blog url:http://www.badcreditslayer.com/
I make a page on my blog called http://www.badcreditslayer.com/somerandomurl.html (for example purposes only).

If another webmaster links to http://www.badcreditslayer.com/somerandomurl.html, the visitor will go there, but the search engien will follow to:http://www.badcreditslayer.com.

I would like to set up my whole blog like that but have no idea wehere to start.

Thanks.