At your permalink settings page
http://www.korywoodard.com/wp-admin/options-permalink.php
when you have Common settings set to something else than Default, does it say at the bottom of the page something beginning with:
“If your .htaccess file were writable, we could do this automatically…”
If it does, you should copy the code that it suggests and go add it to a file named .htaccess which is located in your wordpress installation root.
I don’t know how to do this with godaddy, but ftp or ssh would work. If you don’t know how to do it, ask a friend or godaddy customer service to add the code there for you.
Alternatively, you could change file permissions as Rock Solid Design suggested for example via ssh, but change them back after having wordpress write the .htaccess file for security.
This might make it more clear for you: http://support.godaddy.com/help/article/2504/what-is-htaccess
