you can’t use normal pretty permalinks on a windows server – you would be much better off switching to linux
permalinks for windows
http://codex.wordpress.org/Using_Permalinks#Permalinks_without_mod_rewrite
oh,thank you
i have found the right ways to fix it
use a custom 404 page
friendlinzh – would be nice if you shared!!!
How could using a custom 404 page cause permalinks to work?
Now I understand and I got permalinks working on GoDaddy WIMP with their new grid hosting where they do not have Microsoft URLRewrite installed, thanks to an article by John Sessford. I have posted a reference to John’s article, code and my GoDaddy tailored instructions at my new WP site located at http://www.49thlatitude.com/wordpress/wordpress/permalinks-on-godaddy-wimp which nicely uses the new permalinks ability. – Dave