Archives list Setup

I recently installed wordpress, and I’m still working out some of the kinks. I have the default 2 column layout, where there is a section titled “archives” and under that it lists all the months. My problem is that those links don’t lead to the right pages. For instance, the link for may 2006 leads to “http://blog.example.com/blog/?m=200605”

But the real address for this page is “http://blog.example.com/blog/index.php?m=200605”

How do I change this so that the links are pointing to the right page? I already have my server set up so that the default address for “http://blog.example.com/blog/” is “http://blog.example.com/blog/index.php.”

Instead, what’s happening is “http://blog.example.com/blog/?m=200605” is pointing me to the “http://blog.example.com/blog/wp-admin/index.php”.

Oh, actually, I should mention, for the default page of the subdomain “blog” I’ve put “blog/index.php” and “wp-admin/index.php” as default pages. I don’t know if this makes a difference.