Hi MattyRob,
I asked my host at Hostgator and they helped me out in pointing out the htaccess file. I looked at some of my installed plugins and after a little search I noticed that the problem was, I had checked a setting in the wordpress SEO plugin from Yoast. My fault, because the info with the checkbox had a warning. So if someone else run into the same problem.
It is the checkbox under the permalinks tab:
Checkbox: Redirect ugly URL’s to clean permalinks. (Not recommended in many cases!)
Thanks!