Ok I went through all the other topics and got alot of help but now a solution.
I have a site that is a couples days old. Got about 100 posts and 5 pages. I need to change the permalinks which i forgot to in the first place. I use GoDaddy shared hosting.
When I change the permalinks to custom /%category%/%postname% it sucessfully changes but doesnt write to the .htaccess files. So I changed to to read only to get the permalinks page to tell me what to put in the htaccess which it did. I replaced that and changed the permalinks again which still every old post, page does not work and gets 404 error and any new page i create does the same.
How can I fix this problems!?