Using Permalinks « WordPress Codex: "Where's my .htaccess file?
Wordpress's index.php and .htaccess files should be together in the directory indicated by the Site address (URL) setting on your General Options page. Since the name of the file begins with a dot, the file may not be visible through an FTP client unless you change the preferences of the FTP tool to show all files, including the hidden files. Some hosts (e.g. Godaddy) may not show or allow you to edit .htaccess if you install WordPress through the Godaddy Hosting Connection installation.
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