I hope “virtual subdirectories” is the correct word to use here…
WordPress by default has only three subdirectories installed when created: wp-content etc.
However, it would point to permalinks and pages via using URLs to point to non-existent subdirectories e.g. your page called “Disclaimer” points to http://www.domain.com/disclaimer when there is no /disclaimer in your htdocs folder.
In case you need my URL, it is here: http://ajanimgo.com
I suspect it is a problem of .htaccess but I can’t be too sure – help!