I'm aware of that, but I want to add different PAGES to my blog. I.e. Page 1, 2, 3, 4, 5, 6 etc...as you can see on PerezHilton.com (at the bottom of the page)
I'll try to explain this even more.
Lets say I have 24 posts in total on my blog and I set my options to display 10 posts per page. This would mean that the 24 pages would be displayed over 3 different pages, right? Yes, but my problem is that my blog wont create pages for the older posts. You can only see Post 1-10 on my blog, you CANT access post 11-20 by clicking on Page 2 at the bottom of my blog because for some reason that page doesnt exist. You can only read the posts via the Archive.
I hope you understand my issue a little bit better now. I simply want my blog to create pages at the bottom of the blog that say "1, 2, 3,4, etc" so my viewers can easily access the older posts.