Changing page naming scheme

Hi,
I’d like to change the naming scheme for static pages, to look like pretty permalinks. In other words, I’d like to change the way my blog’s pages appear in browsers’ address field from :
http://www.website.com/?page_id=7
to something like :
http://www.website.com/my-cool-page/
I have permalinks activated. The URL rewriting is working OK for posts, but not for static pages.
Did I miss out something ?
Thanks.