Including your target keywords in the URL of a specific page will help that page's relevance towards those keywords. So, make sure your URLs look more like http://domain.com/keyword rather than http://domain.com/?content=1234.
Not only is it good to include the keywords in the URL, but keep in mind that the more to the left in the URL they show up, the better (and the higher up in the folder structure). For example, http://keyword.com is better than http://domain.com/keyword which is better than http://domain.com/folder/keyword.
Getting your URLs correct right off the bat will save you a lot of time (and site performance headaches) later when you have to re-write the URLs (more on that in a later, and more advanced, post).