If you're site is live and you're having this problem you need to call your hosting service and they'll be able to help you.However, if you're local, I think I can help you :) I once had this problem after I started trying out WAMP and I tried everything you stated above. Again, see the Using Permalinks article for further discussion of Permalink Structure Tags.
This can improve the aesthetics, usability, and forward-compatibility of your links.
For a more in depth description of the way this structure is specified, see the Using Permalinks article.
For an introduction to Permalinks, read the Pretty Permalinks section of Introduction to Blogging. A number of tags are available, and here are some examples to get you started.
You may enter custom bases for your category and tag URLs here.
A common thing we see in permalink structures are the usage of dates.