How to automatic redirect from one URL to another?

Assume I have an URL

http://www.aaaaa.com/my/sub/path/

resp.

http://www.aaaaa.com/my/sub/path/index.html

Now when a user enters the first or second URL he sould AUTOMATICALLY
be redirected to the fowllowing URL:

http://www.bbbbbb.com

How can I achieve this at best?

Is redirection only possible be a placeholder index.html which contains
a redirect statement or is there a server based instant redirection
(=without first having to fetch the first index.html page) possible?

Wladimir