Thanks PerlFlunkie for your reply. But I don't mean to make the url lowercase...
Actually, what I want is to have www.domain.com/business.html instead of www.domain.com/Business/index.html.

So whatever category I add in the admin panel, when building I would like to get www.domain.com/whatever_category.html instead of www.domain.com/whatever_category/index.html so that would have a html page in the root of the domain, instead having lots and lots of directories (one for each category). I believe that it will be easier to manage like this and it will also have a benefit with the SE rankings

Is that doable?