Here is what I did
exported my database
copied my wordpress folder from 1 server to another
imported the database on the new server
changed the site address from http://xxx to http://yyy/wordpress in the general settings menu
I can still edit all my pages in the control panel, and when I use the search bar on my site it still finds all the pages, but when I click any page link (even from the editor) I get a 404. Not the wordpress "opps not found" error, my server's 404.
What did I do wrong?