custimizing permalinks?

Hi,

I’m trying to make it so I can manually change the permalink of my blog posts. I have another wordpress blog that was set up for me (by a web designer), and when I type in the title of my post, there is a small box below it that I can edit what I want the url to be.

How can I get this to happen on my new wordpress blog? (I’m not sure how he did it…). Right now it’s just naming things with p=42, etc.

Thanks,
~Shannon