Can somebody please explain to me how to do a 301 redirect? I have an old site, and I want to redirect any old traffic from that site to my current one.

redirect 301 http://www.old.com http://www.new.com

RewriteEngine on 
RewriteCond %{HTTP_HOST} !^www\.yourdomain\.com [NC]
RewriteRule ^(.*) http://www.yourdomain.com/$1 [L,R=301]

add this code on your htaccess file

I don't have an htaccess file

Correction: I DIDN'T have one. I wrote one, and ftp'd it to the directory as .htaccess with the redirect 301 http://www.old.com http://www.new.com written in it.

It doesn't work.

Given that the directory didn't have an .htaccess file, could that mean that the server doesn't utilise .htaccess files? If not, is there a spider-friendly way of redirecting all traffic from that old site?

Given that the directory didn't have an .htaccess file, could that mean that the server doesn't utilise .htaccess files?

Not necessarily -- the default configuration for the domains on most servers don't contain a .htaccess file -- they come naked and you have to create and configure such files just as you did. One thing to regard (which may have already been handled properly by your FTP program) is to make sure that the .htaccess file has been uploaded in ASCII format as opposed to binary format. Most FTP programs can automatically detect which format a given file should be uploaded in, but also will have a setting to force it to be uploaded in the format you choose. Other than that, the best thing to do is consult your Web host about this problem because this is something that should work properly on any Unix server.

I'm waiting for a reply from the host. Unfortunately, their offices are in New Orleans, which means I have to wait a bit.

In the meantime, I've put a page up there which says "please click here to be redirected", ie. put in a clickable link to the new page. THAT doesn't cause any google problems, does it?