Ir depends on where your files are and what you are trying to do.
1) You can move your files to a location that is not web accessible
2) You can change the permissions settings on your files/your directories.
3) You can place and index.html file (or other "index" file) in the web accessible directory
4) You can use .htaccess to prevent directory display.
5) You can use apache authentication to prevent access to a given directory via .htaccess.