I am having a similar problem and I’m extreeeemly frustrated.
I have an existing blog that uses the default permalink structure, ?p=123
and I’m trying to to migrate to a /%category%/%postname%/ structure.
Setting the permalinks to the new structure isn’t a problem for me, it’s getting the old links to redirect properly.
I’ve tried such plugins as “Redirection”, “Advanced Permalinks”, “Dean’s Permalink Migration”, and “Redirect Old Permalinks” without any success. I’m almost certain that I’m doing something wrong, but I sure could use a hand.
During my latest attempt I used Advanced Permalinks to updated the PL structure. After that I rebuilt my XML sitemap, however my links still go to 404s.
Ugh…Please help if you can.