On the admin blocks page there's a column called Path. Fill that in with a regular expression matching anything after the base path. For example, I have a block I only display on the main page of my site. For the Path of that block I use "<^(|index\.php)$>" (without the quotes). That means it'll display for the root of the site and for index.php if not query string is passed ($ means end of string (or line?)).
There's another block I only want on my admin pages, so for its path I use "<^(admin)>". Any address starting with admin will display the block.
If you use "nice" paths you can use <^(node/view/1)> for a specific page or <^(index\.php?q=...> if you don't rewrite your paths.
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