One solution would be to create all your pages as root pages and then use the Menu page in “Appearance -> Menus” to define the structure of the pages. This assumes that your theme supports Menus, which the default WordPress themes TwentTen and TwentyEleven do.
Update:
Here’s a couple of links that might help you do this without using the menus functionality (as I fully agree with your comment that it’s a little annoying to use the menus functionality).
This is a plugin which seems like it might help:
http://wordpress.org/extend/plugins/custom-permalinks/
And here’s an example of hacking the WordPress core code (which I would generally not recommend):
http://wordpress.org/support/topic/page-permalinks-without-hierarchy-parents
I haven’t tried either though.