Need help for URL Re-Writting

I need help for URL Re-Writting.

Currently i have url http://www.example.com/mydata/new and i want to convert it into http://www.example.com/index.php/mydata/new

My Entire Site have same kinda Url. I want to apply a single query for all redirection. When i trying to open http://www.example.com/mydata/new then it gives an error. So i have add index.php/ manually for all Urls.


Is that any script or code from that i can solve this issue.

 

I think you can try .htaccess for it.

 

is it on Linux or windows..?

 

It's on Linux.

And i know i can do with .htaccess but which code i have to put??