I'll have to disagree with bobrat somewhat, the instances of deeplinking (as we call what you want to do) is different in different areas of the directory. Generally sites with a commercial focus, businesses and shopping sites are not deeplinked as bobrat has said above. However in the more information focused areas like Home/, Games/, Arts/, Recreation/, and Sports/ deeplinking is very common, especially to large information sites such as IGN.com, Rollingstone.com, and others. In these areas the categories are usually small and very narrowly focused on specific topics so deeplinking to specific sections of large sites (when they have good content and few/no affiliate links) is a service to our users who are looking for usually hard to find information, the three or four pages about their favorite author on the web for example.
So whether you can be deeplinked or not has a lot to do with the focus of your site. If you own a shopping/business site and want to get each of your products listed separately that won't happen.
Another instance of linking to "folders" of a site is when the domain is a free host, such as geocities.com, in that case we do not take the main domain into consideration. Hosted sites are treated the same as a .com - they are not considered deeplinks.