Previous Entries gets 404 – link changes behavior

I’ve googled it and I’ve read all the threads here published on the same issue, especially this one, and I haven’t found a solution to the problem:

The Previous Entries link at the bottom of the main page gives a 404. This doesn’t happen if I change the permalink structure back to default. But I’m interested in the Month and Name structure:
https://maberui.webs.upv.es/index.php/2008/07/sample-post/
With this one, everything works, the posts, the previous and next post links, but the previous entries link at the bottom of the site…

This is the behaviour of the link:

1. It gets you here: https://maberui.webs.upv.es/index.php/Index.php/page/2/ which of course doesn’t exist and yields a 404
2. If I remove the ‘Index.php’ part in the url (the capitalized Index) then it works…So I wonder why this ‘Index.php’ shows up here and I’d appreciate if someone could help me about this.

Thank you very much,

Elena (Spain)

WordPress 2.5.1
I’m not using any permalink plugin.