Lighttpd

With apache I'm used to have urls that omit the .php extension from php files, such as http://foo.bar/file instead of http://foo.bar/file.php
I thought that was pretty a standard feature but I wasn't able to figure out how to do the same thing with lighttpd (I also asked a friend who knows it a bit more than I do and he said it was impossible AFAHK).
Please bear in mind that the php files can be in any subdirectory (I've been told it matters).