why my URL always need "index.php"?

I'm Using magento CE 1.9.2.1
My local installation of Magento always need "index.php".
Is there anything i miss? settings perhaps?
Is it have anything to do with url rewrite?

Answer
You try to put files .htacess

RewriteEngine on
RewriteBase /websiteLocation
RewriteCond $1 !^(index\.php|resources|robots\.txt)
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule ^(.*)$ index.php/$1 [L,QSA]

Or
Login admin panel -> go to system -> Configuration -> Web Use Web Server Rewrites select YES.
Make sure your Secure and Unsecure base urls should end with
Then go to htaccess file remove the index.php from here
Good luck

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