Naming Pages?

When I add pages, “about” for example, instead of the page being called davidbabylon.com/about.htm it is called davidbabylon.com/?page_id=6

How can I control what the page is named?

Also, I have seen a few paes with this in the menu so I figure I’ll ask it here. How can I add a page “Photos” for example, have it visible as one of my pages in the navigation, but have it directly link to my Flickr page?

Thanks!