SillySnail

Thans very much. According to your suggestion, I found in this page the following lines added to server part and the problem seems solved now.

if (!-e $request_filename) {
   rewrite ^.+?(/wp-.*) $1 last;
   rewrite ^.+?(/.*\.php)$ $1 last;
   rewrite ^ /index.php last;
  }

Thanks but there is no .htaccess file in a nginx platform.
In the nginx.conf the server part includes:

location/{
if (-f $request_filename/index.html){
rewrite (.*) $1/index.html break;
}
if (-f $request_filename/index.php){
rewrite (.*) $1/index.php;
}
if (!-f $request_filename){
rewrite (.*) /index.php;
}
}

location ~ .*\.(php|php5)?$
{
fastcgi_pass unix:/tmp/php-cgi.sock;
fastcgi_index index.php;
include fcgi.conf;
}