Wordpress Digiweb Issue

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I just installed wordpress on a Digiweb Linux hosting plan.
I copied the wp files into the of the site, created a databse via the HSpehere control panel. It all worked fine and I logged in to the wordpress admin panel.

1) In the Settings>Permalinks section when changing it from default it adds in index.php before everything. So I originally had:
Changing it looks like this
2) When I try to change the site or blog URL in Settings>General

3) I also cannot change to a static front page in Settings>Reading

I tried changing all permission on the entire wordpress folder to 777 just to make sure it wasn't that.
Is there some sort of secruity blockin me on Digiweb's side? If so what do I need to ask them to fix.
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