Hi,
You need to understand that when you create a new page, after you enter the name of the page, when you tab out of the textbox for name, it runs a javascript to call a web service to suggest an url based on the name. You should wait until you see the url before you save the page.
When the page is saved a friendly url is created for the page. If you later rename the page it generates a new friendly url and it creates a 301 redirect from the old url to the new url. If things don't end up as you intended you should look around under Administration > Advanced Tools > Url Manager to see if the friendly urls are as you would like them, and under Administration > Advanced Tools > 301 Redirect Manager to see if there are unintended redirects that need to be deleted.
Hope it helps,
Joe