Problem with permalinks

Hi there,
I’m just working on my first website and have a few problems with the permalinks.. If I choose the settings it wont show the content on my site. Only, if I choose the default settings, it shows the content.. but wont show the “empty”pages at all.
Is there any way to chance that? Why cant I choose the settings? It would be so nice and much simpler for the people who use my site to see the post name in the internet adress than just p=123
Can anybody help?