Pretty" permalinks usually require mod_rewrite, and IIS (common on Windows servers) does not support mod_rewrite. (If you are using Apache 2.0.54, on Windows, mod_rewrite may work, provided it is enabled in apache\conf\httpd.conf.)

If you are using IIS 7 and have admin rights on your server, you can use Microsoft’s URL Rewrite Module instead. Though not completely compatible with mod_rewrite, it does support WordPress’s pretty permalinks. Once installed, open the web.config file in the WordPress folder (if its not there, create a file with same name) and add the following rule to the system.webServer element