Index.php not in URL

Greetings. I recently installed WordPress on a WinNT machine with IIS 4. (I know … working on an upgrade!). The install went fine but any link that has index.php in it doesn’t work correctly. For example, a category link looks like this:

http://www.ncmb.uscourts.gov/wordpress/?cat=1

If I click on such a link, the default index.php page is displayed. On maybe a related note, when I login, the default page does not show the dashboard topics; I only see the latest activity for my blog in the upper right hand corner.