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Further to using keywords in your domain name, it is also helpful to use other keywords in your URL links. If you are wanting to use a phrase in your URL it is advisable to break it apart using hyphens, this will allow the search engines to read the phrase as individual words (For example search-engine-optimisation.html). By not doing so or by using an underscore instead of a hyphen will mean that the search engine may read that phrase as one long unrecognisable word.
Note: For best results your depth of your URL should go back no more than 4 times and should be kept reasonably short.
A guide to SEO: Best SEO site | Title Tag | Content | Domain name | URL | Headings/bold/italics | Images and Alt tags | META description
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