In the Settings → Permalinks panel (Options → Permalinks before WordPress 2.5), you can choose one of the “common” structures or enter your own in the “Custom structure” field using the structure tags.

Please note: You never, ever put your site url in the permalinks slot. You must use one of the structure tags, or a combination of tags only.

To activate PATHINFO permalinks, start your permalink structure with index.php/.