post not showing within "blog" shows in "index"

I have what I think is a simple problem. I’ve uploaded WP (http://mysite.com/blog/) and it looks great. The admin (http://mysite.com/blog/wp-admin/), but the post goes this URL http://mysite.com/?p=14 without the “blog” file and shows my home page. It seems I didn’t put the right something in somewhere. Is there someone smarter then me that will give me some help?

Thanks in advance