Sidebar Widget URLs not linking correctly.

When I don’t use permalinks, I get URLs for links in the sidebar that look like the following:

http://www.twomomsdaycare.com/?page_id=2

All that link does when clicked is take you back to the home page.

If I modify the URL myself in the address bar to add index.php before the ? so it reads http://www.twomomsdaycare.com/index.php?page_id=2 then everything links fine.

Does anyone know what file and where in the code these links are generated so I can physically add the index.php before the ?

Or is there a way in the admin I can do this myself?

Any help would be really appreciated.