Maybe it looks simple, but some time ago I need some time to find a solution of this case. I finally got it, and I want to share that I also experienced such cases. So that it can make reference.

Neither let us do the steps:

• Make sure that the hosting / your pc mod_rewrite  module  is active. if not actively try to activate in a way, open the httpd.conf file. You can check this in the phpinfo.php to find out.

change this setting :

#LoadModule rewrite_module modules/mod_rewrite.so

to be

LoadModule rewrite_module modules/mod_rewrite.so

• then go to .htaccess file, and try to modify to be:

RewriteEngine On
RewriteBase /
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule ^(.*)\?*$ index.php/$1 [L,QSA]

if above does not work try with this:

RewriteEngine on

# if a directory or a file exists, use it directly
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d

# otherwise forward it to index.php
RewriteRule . index.php

• move .htaccess file to root directory, where is index.php thare.

www
 - protected
 - index.php
 - .htaccess

• Set main.php in your yii configuration, at component :

'urlManager'=>array(
    'urlFormat'=>'path',
    'showScriptName'=>false,
     'caseSensitive'=>false,        
),

• so.., good luck

For reference material I managed to do in my personal website (check  my profile).

NB: This for hide index.php

Alias /dir/ "/dir/"

RewriteBase /dir/