The URL structure is something you should care about when installing a WordPress site.
First of all go to Settings -> Permalinks
Once there select Custom Structure and write this in the text field:
Should look like this screenshot:
What it does is change the way your site is going to work with the links.
- Before: http://php.quicoto.com/?p=2
- After: http://php.quicoto.com/best-cache-plugin-for-wordpress/
Important Note: I do not recomend to change the URL structure if you are already using a diferent one. You will lose Google Indexing and a lot of 404 errors. If you really need to you can install some plugin to manage those redirects.
What URL structure do you use?