I have a very similar problem. It started right after I changed one of the URLs on the setup page. I can’t recall the field name that contained the url that I changed but there were two. One of the fields said something like ‘URL if different from the folder WP is saved in’. Anyway, it wasn’t that field, it was the other. How can I get back to the page to change it back? I’m guessing I would need to get into the script and manually change it because none of the links work. When I click on any link it’s like they all link back to the blog home page.
