I know this topic is resolved, but it sounds like the problem I am having.
I just upgraded to 2.3.3 and everything seems to work fine. However, I did have to change my permalink structure to the default or with /index.php/ in front of the custom structure to get the links to work. Is what you say above true?
If you're using the latest WordPress (2.3.1), then it will automatically recognize and redirect old permalinks after a permalink change.
Older versions of WordPress did not do this, so upgrade to the latest version *before* making such a permalink change.
So, does this mean that if someone has linked to a post of mine on another blog at sitename.com/2008/03/14/whatever then they will be redirected to the correct post even if it is now named sitename.com/index.php/2008/03/14/whatever?
Your help is appreciated!