My links do not work at all

[eluser]Coder Death[/eluser]
Hello to all,
I am having problem with links. When I am on the home page , all the links work fine but if I enter one link and try from that page to enter another link it gets error.
I explain
My home page

Code:

localhost/index.php

with the following two links

Code:

href="link1">Link1<

Code:

href="link2">Link2<

when i point to Link1 the address is showing

Code:

localhost/index/controller/link1

That is ok
But if I enter Link1 and point now on link2 the link displays is

Code:

localhost/index/controller/link1/index/controller/link1

So it CodeIgniter adds

Code:

/index/controller/link1

Why ?
What am I ignoring in the configuration file? Please.
My config file is set to

Code:

$config['index_page'] = 'index.php';

How can I remove it and make that it does not appear in my links anymore?