Not loading page without index.php in the url

Just did a brand new install of WP 2.6.3 on my Godaddy hosting account. This is a Linux server with PHP 5.2.5. (https://pittsburghteaparty.com/info.php)

Doesn’t work (returns a 404) –> https://pittsburghteaparty.com/blog/
Works fine –> https://pittsburghteaparty.com/blog/index.php

Doesn’t work (returns a 404) –> https://pittsburghteaparty.com/blog/?p=3#respond
Works fine — > https://pittsburghteaparty.com/blog/index.php?p=3#respond

I’ve tried setting a variety of different permalinks, and it doesn’t change anything. My .htaccess file is chmodded to 666 and is being written to no problem.

Any idea what I can do to get the links working without the index.php being in there. I’ve read that it’s required for non-linux servers, but I’m running linux… any help is greatly appreciated!