The standard Drupal installation contains a sample .htaccess file which supports clean URLs. It is easy to miss copying this file, because of the leading "dot". So before trying to enable Clean URLs, make sure this file exists in your Drupal installation.
In Drupal 6, the installer tests for compatibility with Clean URLs as a part of the installation process.
Goto the administer >> site configuration >> clean urls section of the administrative interface.
Clean urls can be enabled by following the above two options in respective versions of drupal website.