Pretty URLs for the admin section

I have wordpress mu set up and running. I noticed that the urls in the dashboards are not being rewritten in a pretty format, while the end blogs are. I have my permalinks set to post name, but that doesn't affect the dashboard. How can I make the dashboard links pretty?

For example a url to one of my plugins looks like this

http://site1.test.com/wp-admin/options-general.php?page=myplugin/myplugin.php

but I need to look something more like this

http://site1.test.com/wp-admin/options-general/myfirstplugin/myfirstplugin