OK, found!
I added the index.php in my Apache httpd.conf:
<IfModule mod_dir.c>
DirectoryIndex index.html index.php
</IfModule>
and now all work properly!!!
Thank you
It happens the same to me with 2.0.4:
after I write a new Page I click on the link
and what is loaded is the Index of /wordpress
Maybe it’s not called the proper script
because what I see is: