did I cause this 404 error myself?! And how do I fix it?

Hello,

I just installed wordpress on my site, everything went fine. I logged in for the first time as admin and get into the dashboard panel. I made a new username, changed the blog title and went on to edit the ways dates and time were displaying. On this page you can edit the url your adress appears at as well, and I did that. In my stupidity I changed the wordpress adress as well.. Then I click to save all my settings, and poof, I get the nice 404 ‘The requested URL /blog/wp-login.php was not found on this server’ error..
Now I can not login anymore. The wordpress area of my site has changed looks (like.. no themed layout anymore but just black text and blue underlined links)

I’m guessing wordpress processed my faulty changes in adress?? It’s the only thing I can come up with for it to ‘suddenly’ stop working.

Does anybody know where and how should I fix this? (or if there may be another cause for this error?)