Yes, leaving the default setting is pretty much OK with these plugins.
These pages you are seeing, do they exist if you paste the urls into your browser bar?
SEO plugins usually are set to reduce the number of ways that SE's can see your content. Don't worry too much about it though. Google knows how WP works and is very good at presenting the right pages to searchers. IMHO people worry too much about duplicate content in WP. Now, Dolphin 7 - that's another matter entirely!
Have you set permalinks in your site settings in WordPress?
If you haven't then do so - unless your site has been around for a while, in which case you need to add another plugin:
http://scott.yang.id.au/code/permalink-redirect/ that'll make sure that if any links change in your site that people will still get to the right place. Check the setings but you will want pretty much everything set to 'on'.
Add this plugin, activate it and then set up your permalinks.