Permalinks and Hosting

Hi

I have a problem on a couple of my websites. They have wordpress blogs installed and I am using permalinks.

However, instead of displaying:

http://www.url.com/2008/02/12/sample-post/

there is an index.php that displays in the browser e.g.

http://www.url.com/index.php/2008/02/12/sample-post/

I do not have this problem with another one of my sites, also hosted with the same company, but I believe it is on a different server.

Does anyone know how to solve this issue?