Probably a Apache problem… please help!

Hi!

I’m trying to run WordPress from my own web server, and I’ve run into some problems (I’m a complete beginner).
Let’s say that my domain is http://www.domain.com, and I want my WP blog in a subfolder at http://www.domain.se/blog/

As of now, I can access http://www.domain.com/blog/ and parts of the blog show up, but on the middle of the page, there’s this text “This is somewhat embarrassing, isn’t it?” and when I try to click on something I get “Not Found. The requested URL was not found on this server.”

I honestly don’t know what the problem is… Is there someone who’s skilled/knows *anything* about these kind of things?

Thanks in advance! 🙂