3rd option for URL Rewriting?

I emailed HostMySite this week and asked if they had an ISAPI filter
installed on their shared servers I could use for rewriting my URLs.
They replied and said that they didn’t because it had caused
performance issues in the shared environments in the past. They did
however say that I could use httpModules in ASP.NET to implement an
URL Rewrite engine, and they sent me this link:

http://msdn.microsoft.com/en-us/library/ms972974.aspx

I have spent the past 2 days tinkering with this and it's simply over
my head. I don't have any experience with ASP, C# or .NET. Can
anyone shed some light on this or on how to use URL rewriting they way
they have suggested (as an alternative to ISAPI filtering)?

I don’t have any .net experience, sorry. You can use the index.cfm approach out of the box.