URL change: problems during setup

I’ve used WordPress for several blogs without problem, but this time I’m getting an issue that I can’t figure out.

I set up/created my new blog hosted here:
http://www.nolacreative.com/unvisiteddallas/wordpress/

The theme was in place and everything was working fine. When I changed the URL of the site to http://www.unvisiteddallas.com, it threw off all the settings and all formatting disappeared. It also does not allow me to make edits or visit any of the pages due to the new redirect issues.

Only solution I’ve found for this is to reset the wp-config file and setup the site again, but then I lose all of my files. Any ideas for what can be done to fix this?