Activating plug-in: WP Super Cache

Hi

It was suggested that I install the WP Super Cache plugin to speed up the loading of images on my site. Particularly the page ‘James’ Art; CD Cover (EL)’
Life Never Begins, Life Never Ends

After installing and activating, I went to Settings and it said, “Permlink Structure Error—A custom url or permalink structure is required for this plugin to work correctly. Please go to the Permalinks Options Page to configure your permalinks.”

So I went to that page, the permalink setting is on default, there is an option for a custom structure with a space for a new url but am unsure what to do or how to name it.

Any idea?

best
rkevins