Category and Comment links not working

I just downloaded wordpress and installed it. It installed okay, but I am getting a file not found when clicking on category and comment links on a post.

For example, here is the URL when clicking on a category “current events”

index.php/topics/current-events/

This makes no sense to me in index followed by a /

This is not ftping to my web server, so I presume this is suppose to be a call to the database.

But all I get is a file not found.

I have tried this on two templates with the same results.

Any ideas?