After setting up, your site might have this type of URL: http://www.yourdomain.com/index.php/shop.html which is annoying sometimes. But luckily, it is simple to remove index.php from this URL.
Here are steps to remove index.php from the URL:
1. Go to to your site root folder and you can find the htaccess file there.Open it on text editor and find the line #Rewrite Base/ magento. Just replace it with Rewrite Base/
2. Go to your admin panel and enable the Rewrites. You can find it at System->Configuration->Web->Search Engine Optimization
3. Go to Cache management page (system cache management ) and refresh your cache and refresh the Web Rewrites.
Make sure that rewrite module is enabled by your server. It is really simple but I hope it is helpful.