Several DB problems after upgrading from 2.6 to 3.0.1

On 10 August I upgraded from 2.6 to 3.0.1. I didn’t back up my own SQL DB since I figured ISP has it. WP told me I needed to upgrade my DB and did it automatiically for me

first question: which DB is this?? How can it be an SQL DB managed by my ISP, I mean, how can WP access this (? I wouldn’t have thought user name + PW in config.php were sufficient).

I get these errors after upgrade/3.0.1 installation
1. URL’s in posts which generated 404 errors, even after correcting, still seem to be being read from DB by broken link checking tool. See http://www.peteranne.it/wp/?p=1602 The broken link checker says there is a link to inexistent http://www.peteranne.it/wp/www.horsecountry.it
2. trackbacks now generated “page not found” errors eg
3. I have warning “All in One SEO Pack must be configured. Go to the admin page to enable and configure the plugin.
All in One SEO Pack now supports Custom Post Types.” When I click on link , it says “You do not have sufficient permissions to access this page.” My ISP says this is because sonething has gone wrong during the updates.

What should I do?

thanks Peter -:(