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This is normal behavior for a Wordpress blog. If you feel there are a lot of these pages being indexed and they don't provide much value, you can noindex using plugins such as Yoast.

Any chance we can see the site? Matt's completely correct regarding Bing Webmaster Central, I'd start there. Also: Submit an XML sitemap. Any errors that pop up during the processing of the sitemap will help you diagnose the problem. Check your log files. See if BingBot or MSNBot show up in the logs. If they don't, then your site's not getting crawled. Check robots.txt - any chance the site's outright blocking them?