There is no logical or practical reason why this sort of thing would be managed by dnn - dnn has a deep and extensive set of capabilities built around the service of a single default.aspx page. Its just not designed to handle other sort of pages out of the box.

HOWEVER - it would in theory be possible to manage this sort of thing thru a httphandler - the dnn context is available at some parts of the httphandler cycle - its used by things like the friendly url handler for example.

As such you could build a httphandler to intercept requests to specific folders on your site - and to query the current dnn context and force back a 404 error or some other message if the current user context does not have access to a specific page or folder.

Westa