Need help removing index.php from url

[eluser]alucard[/eluser]
Hi,

I'm trying to remove index.php from url. I am following the steps outlined in the codeigniter wiki:
http://codeigniter.com/wiki/mod_rewrite/

I am stuck on step 4 though.

Step 4 says that:
It seems to be sufficient if you add these two lines to your <Directory> section where you configure the document root for your CI application:

<Directory "/some/absolute/path/htdocs">
Options Indexes Includes FollowSymLinks MultiViews
AllowOverride AuthConfig FileInfo
Order allow,deny
Allow from all
</Directory>

I can't find <Directory> section. If someone can tell me where I can find it, or point me in the right direction, I'd appreciate it.

Thanks.

Alucard