How do i set Search engine optimization friendl web addresses like http://bodyharmonynutrition.com/eating-a-heart-healthy-diet/ during my site ?

Thanks for the time

Enable Permalinks in Wordpress

There's 4 options that you should decide to cater to your requirements.

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Also, for additional granular control think about using the all-in-one search engine optimization wordpress plugin. http://wordpress.org/extend/plugins/all-in-one-seo-pack/