I have been in touch with my host company and they came back with the answer within 4 hours.
Their answer was "You are getting that error due to your permalinks settings in your WordPress configuration. You sohuld be able to turn these off. Permalinks require mod_rewrite which isn't available on Windows. It is a Linux/Apache function only I'm afraid."
When I reset the permalinks to default all was fixed. So if you are on a Windows platform then permalink default would seem to be your only option.
I trawled the help forum and the WP documentation and at no point did I find any reference to platform capabilities. That's not to say its not there just that I did not find it. In my humble opinion the permalink settings page should highlight the options by platform. Just a thought.
Now I have it working its a great product.
My hosting company is straight up and down and do what a lot of company's don't which is talk to end users not just techies. They also provide a service which in my experience is not that common. They are pipeten.com