by Oscar González.
Hi David,
After googling around for a while I have solved my problem.
In this discussion https://moodle.org/mod/forum/discuss.php?d=94172 was the clue.
I have seen over and over put this line in your php.ini
cgi.fix_pathinfo = 1
I did that but didn't work. Because It had to be done in the php5.ini file for PHP5.
If you don't have a php5.ini like me create it in your www or html directory and put that line in there.
This works for me.