Yes, you can do that with a few different methods. The one that works best will depend upon your specific situation, such as what you are using to build your sites.
With the drupal cms, using one .htaccess file in the
root, and then another .htaccess in each drupal site's folder works well for me.
There is lots of info out there about the .htaccess file, how to use and all of that. My suggestion is to do your research, take your time, and don't get frustrated.
Here's one site I've found that had some good info (for my situation) - not sure whether it'll help you or not:
But there are other sources out there as well. I know I've found a lot of info (some useful, some not - for me) on the drupal.org forums as well.
I'm assuming that since you're mentioning the .htaccess file, that you're using some dynamic, apache/php based tools to build your sites. If not, if you've got static html sites, then you might want to just work out a quick forward/redirect using your adminitration pages (cpanel is quite common, some hosts, such as 1and1 has their own user interface)
Another thought is to work through your domain registrar, possibly. It depends upon how much control you want over how the link shows up, and all of that. If you're using apache, and can use .htaccess, then I think you'll end up with more control.... but of course, you can break it more easily as well. Once you do find something that works for you, BACK IT UP somewhere other than your web server... from reading some folk's posts, I'd say make sure its' backed up to at least 3 locations - makes sense to me.
And also, if you do any manual editing of your .htaccess file, be sure to document how you did what you did, why you did it, and where you go the info from, at least that's what makes sense to me. That way, if you want or need to change it later, you may leave yourself some breadcrumbs along the way towards getting it done more quickly.