Running on Windows IIS server, getting 404 errors
If you are running on a IIS installation, and you have the "/index.php" inserted in your permalinks, you will need to follow one the tutorials below to remove them:
http://www.iis.net/learn/extensions/url-rewrite-module/enabling-pretty-permalinks-in-wordpress
http://webloggerz.com/how-to-remove-index-php-from-wordpress-url/
http://www.paperstreet.com/blog/1321
Then, make sure your permalinks are set to "Post Name".