A rewrite engine does not come standard with IIS. If you haven't done so already, you will have to download and install one.
There are several online resources that can help you set this up:
- Zend Framework users should see: http://framework.zend.com/wiki/display/ZFDEV/Configuring+Your+URL+Rewriter
- For Microsoft's URL rewrite module for IIS 7.0 see: http://learn.iis.net/page.aspx/460/using-url-rewrite-module/.