I've been trying to remove "index.php" from the URLs. I can get it to not display index.php if I set Use Web Server Rewrites to yes in Administration but then my other store view (Spanish) all have 404 error. The closes thing I found was here: http://www.magentocommerce.com/boards/viewthread/7931/P15/#t251897 but not much success.
It seems it would be a simple rewrite. But I'm beginning to think it's not possible with NginX.