btrott is right. However, if the site you are interested in is configured to return a directory listing if there is no index.html (or whatever the site is configured to show as the home for a directory) then you can just do a get of the URL and parse the output to seeif it has any files you would be interested in.

This technique is very dependant on server configuration (and it sounds like you're looking for a client-only solution); so you may be out of luck.