Google Adwords Arbitrage - Passing Keyword in URL Question

I’ve tried various sources and can’t seem to get a definitive answer yet so I figured I’d ask my readers…

Do any of you happen to know how to pass the keyword on the URL in a Google Adwords ad campaign?

For instance, let’s say that I am buying traffic to http://www.mydomain.com and I want to pass the keyword that triggered the ad to be in that url like this:

http://www.mydomain.com/keyword.php

Where keyword would obviously be the keyword that was used.

I’ve heard that it’s possible but I’m not certain how to do this.  Any help would be appreciated.

G-Man