If screenshot above look familiar when you try to configure permalinks for WordPress.
Try following:

1. Open /conf/httpd.conf.
2. Enable mod_rewrite module by removing the # for LoadModule rewrite_module modules/mod_rewrite.so.
3. Change AllowOverride rules from “None” to “All” as section below.
   
4. Restart Apache http server.
5. Remove .htaccess file in your WordPress installation directory.
6. Change your permalinks setting again in your WordPress after login.
7. Have a cup of coffee.