Redirect web request

I use a third-party application that requests a config file from their Internet site. That file is out of date, but I can create my own file with the updated information.

How can I redirect any requests coming from my computer for a specific URL to a different file? For example, if any application requests 'http://www.theirsite.com/path/to/file.html', cause it instead to receive 'http://www.mysite.com/blah.html' or 'C:\My Documents\blah.html'?

From stackoverflow

• Best thing would be to add an entry to your hosts file.

  Check this out:

  http://vlaurie.com/computers2/Articles/hosts.htm

• Why not change your hosts file to point lookups to their website to a web server that you control ? Then add your own config file. You may have to redirect other requests to their server though, if the app uses the website for other resources.