I’ve solved the problem myself, the .htaccess permissions were not set correctly.
Thanks for your help, but it didn’t work. What happens now, is that because I have been into permalinks within settings, the whole blog falls over. The error message you see now is 403 Index page not found. I can reload the blog and the index page will be back, but the links will still not work.
By the way, my blog can be found at http://www.wordsthat-work/blog.
Many thanks
Richard