I have been installing Drupal sites like crazy recently, and one thing that really helps a Drupal site thrive is the Clean URLs feature. Clean URLs and smart permalinks and all sorts of things require Apache's wonderful mod_rewrite to be active. This isn't very hard, but it is if you don't know what you're doing.
This HowTo assumes that you have control over your entire server. If you don't, you need to contact your hosting support, or whichever geeky cousin you are getting your hosting from.
Here are three easy steps to enable search-engine-friendly URLs: