You just need to set the `has_archive` parameter to true or your chosen slug when registering the post type.

    add_action( 'init', 'question_10706_init' );
    
    function question_10706_init() {
    
    	register_post_type( 'example', array(
    		'labels' => array(
    			'name' => __('Examples'),
    			'singular_name' => __('Example')
    			),
    		'public' => true,
    		'show_ui' => true,
    		'rewrite' => array(
    			'slug' => 'example',
    			'with_front' => false
    			),
    		//'has_archive' => true // Will use the post type slug, ie. example
    		//'has_archive' => 'my-example-archive' // Explicitly setting the archive slug
    	) );
    
    }

 - True - The archive url uses the post type slug  
**Eg.** *www.example.com/example/*
 - Explicit - Use whichever slug you've provided  
**Eg.** *www.example.com/my-example-archive/*

Next visit the permalink page, doing this will regenerate the rewrite rules, accounting for the new post type archive.

Next create an `archive-{$post_type}.php` template to handle that archive (it could be a straight copy->paste of your existing archive, make adjustments as necessary). `{$post_type}` would represent the name of your actual post type.

Here's the ticket that introduced the new post type archives.  
http://core.trac.wordpress.org/ticket/13818

Mark McWilliams also wrote about this on his blog, [WordPress 3.1 Introduces Custom Post Type Archives][1].

  [1]: http://mark.mcwilliams.me/2010/10/wordpress-3-1-introduces-custom-post-type-archives/

Hope that helps. :)