Configure Permalink Structure

Hi everyone.

I need your help here. Currently I’m build a blog from an existing domain name. Okay let me explain straight to the point. For your infromation, I’m using basic permalink http://www.domain.com/%post%/. But now i would like to make it looks http://www.domain.com/blog/%post%/. I was tried put that permalink structure but when I go direct access to http://www.domain.com/blog/ it says “nothing found for blog”. So anybody know on how to make it possible? I’m very appreciate if you can help me.