It is not the case that you "land with the same amount of force" - you land with the same amount of kinetic energy, the difference is how long it takes to dissipate that energy. It all comes down to the "stopping time" - when you land on concrete, you go from your impact velocity to zero velocity in a fraction of a second. When you land in water, you plunge below the surface and come to a stop quite a bit slower, over the course of many fractions of a second.
$F=ma$, and $a = \Delta v/\Delta t$. In both cases, $\Delta v$ is the same (you go from impact velocity to 0), but when you land in water, $\Delta t$ is much greater, making $a$ and therefore $F$ much lower. This is the same principle behind crumple zones in cars, or why you should bend your knees when landing a jump - by extending the deceleration time, you decrease the force exerted.
The reason why the deceleration times are different between concrete and water is related to the fact that concrete is a solid and water is a liquid. The molecules in concrete are locked into a rigid configuration. Concrete molecules don't move around freely - when you push on concrete, the concrete doesn't move, it pushes back to resist even large forces. Molecules in water, on the other hand, freely flow past one another - when you push on water, it accelerates out of the way. When confronted with a large force, a material can either resist it (like concrete), or yield to it (like water). Imagine being on ice skates - you can push off a rigid wall to accelerate yourself backwards, but if you push off another person on skates, you won't move as quickly, since the thing you're pushing off of yielded to the force of the push.