Permalink Settings

Hi!
I cant set up permalinks. When theyre by default:
-> myblognamehere.com/?p=45 ,- its fine.
If i change them to Custom:
-> /%day%/%monthnum%/%year%/%postname%/
-> myblognamehere.com/01/01/2009/post-name-is-here/
I get error: Object not found!
If i change Custom to:
-> index.php/%day%/%monthnum%/%year%/%postname%/
-> myblognamehere.com/index.php/23/03/2009/post-name-is-here/
Its fine.
How can i set up it to “myblognamehere.com/01/01/2009/post-name-is-here/” ?
Thanks!