If you’ve upgrade to WordPress 2.6 and your permalink structure includes the “index.php” file, your permalinks may be broken. This hurts people hosting WordPress on a Windows server. There is a work around detailed here. But it’s a poor work around since it means any links to your old permalinks will still be broken. But at least your users will be able to see your content.
I ran into this issue here when I upgraded to WordPress 2.6, I changed my permalink structure and removed the “index.php” jazz. I’ll have to write a new mod-rewrite rule so that people linking to my old posts can still find them.