Thanks @fifi, too. I had this problem and solved by Fifi’s advice.
I use name.com hosting, installed WordPress 3.0 by fantastico but click on Update to 3.0.1 manually.
but when go to Permalink menu, I found these choices instead,
Default: https://www.alwaysbeside.com/?p=123
Day and name: https://www.alwaysbeside.com/index.php/2010/09/07/sample-post/
Month and name: https://www.alwaysbeside.com/index.php/2010/09/sample-post/
Numeric: https://www.alwaysbeside.com/index.php/archives/123
But I just ignore /index.php/ and use this,
/%year%/%monthnum%/%postname%/
It worked ??