got the same problem, this help me
http://sparun.in/installing-wordpress-locally-in-windows-using-wamp-server/
specifically this :
18. Type “mod_rewrite” in the find what box and click “Find”. It will find the word in that file and highlight it for you.
19. Just remove the “#” symbol present at the start of that mod_rewrite line. (This is to “switch on” the mod_rewrite rule which will then only allow you to have pretty permalinks in wordpress)
