Set-up: WampServer and WP on Windows XP
What works: Admin Panel. Can select different themes. Selected default theme.
Issue: Default theme recognizes my site's title and shows home page correctly. However clicking to see any of the other pages (About, May 2009, Uncategorized) results in a 404 error. Also, the resulting error message is not kubrick's 404.php.
(I also installed WP on a linux server over the internet and have had no issues.)