Rewrite function

Go to Settings->Permalinks

Add this to Custom Structure: /%postname%/

Update

WordPress generates .htaccess-files for this. Just go to your root and activate the show invisable files on your computer.

Here is the htaccess for the structure:

# BEGIN WordPress
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /
RewriteRule ^index\.php$ - [L]
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /index.php [L]
</IfModule>

# END WordPress

Read more about permalink-structure here