http 403 error when clicking on links

I am new to wordpress, just setting it up for a little personal family blog. So far I have been able to get a new theme “Vistered Little 1.7.2”, and a few plug-ins installed…

Skinner 0.0.2
Presentation Tollkit 0.0.3
Hello Dolly 1.5
Spell Checker 1.18
Akismet 2.0, although I don’t have the API key yet

… But I am having some strange problems.

If I click on any of the links it doesn’t pass the correct URL to the browser. For instance from the home page under the calendar, there is a link called “about” If I click on it, it brings me to http://mydomain.com/blog/?page_id=6 which gives an http 403 “The website declined to show thi swebpage” error It should bring me to http://mydomain.com/blog/index.php?page_id=6 and if I do it works OK.

BTW, not sure if it will help or not, but if I just try to go to http://mydomain.com/blog nothing comes up. I have to put in the full path including /index.php… ie http://mydomain.com/blog/index.php

Is there some kind of common mistake I have made here?

I have never played with php before