You probably shouldn't need to, because any call to example.com/blah/ is going to look for the default page, which is ought to be index.php already. If you don't see index.php when you go to example.com/blah/ then you need to set the DirectoryIndex property in a .htaccess file. This is easy enough:
DirectoryIndex index.php
Once you have that sorted out, you can try adding the redirect in the same .htaccess file:
Redirect 301 /blah/index.php http://www.example.com/blah/
