Links on Dashboard missing /wp-admin/ in URL

When I first go to the Dashboard at myblog.com/wp-admin all the links on the left side menu are missing the /wp-admin/ in the link URL, like myblog.com/post-new.php instead of myblog.com/wp-admin/post-new.php. If I click on the link, I get a WordPress page not found error and then I add /wp-admin/ in the address bar and it works fine and from that point on, all the links work correctly. What did I mess up that is causing this to happen?