can’t remove index.php from my URL

Hi all
I’m struggling to get “Pretty Permalinks” working. All URLs on my site contain index.php in the path
http://www.oakbedroomfurniture.co.uk/index.php/white-oak-or-cherry-oak-bedroom-furniture/
I’ve read many articles about it but I still haven’t managed to get it working.My permalinks structure is
/index.php/%postname%/
if I change it to this /%postname%/, page comes with an error.
I’m on the Windows server.
Does anyone know how to fix this?
Thank you