Enabling .htaccess Files Question

I want to enable .htaccess files for my Web site. Unforunately, my host doesn't seem to have them enabled now. My question is, what should I ask them so that they would understand what I want and let me utilize what seems like a very useful capability? Also, is enabling .htaccess files for a Web site difficult or a security risk for the server administrator?

TIA,
boggly