When you create your list view, click on the configuration TAB.
There you set the url to use for the links, this is the best method to use for links, try and not set this on the field. The field should use default.
Here you should set the option SEF Urls as you need it.
The other reason this also causes issues is if you have not set a default menu item this needs to refer to. This is useful and can be set on the field, under the option Link & Markup (#2)
Hope this helps