Permalinks problem- HTTP 404 – File not found.

Hi,

I hope somebody cna help me.

I have setup my site and receive the following Permalinks problem

When I select :- http://www.sitename.org/?p=123 pages appear ok, however when I select any of the otehr formats, say http://www.sitename.org/2008/10/sample-post/ I get a HTTP 404 – File not found error.

What am I doing wrong, help apreciated.

Jack