I finally found out my permalink problem and it was based on a weird lack of a .htaccess file...
Now that I have set my new WP install to use the same format as my current Serendiptiy blog for URL generation I still have one problem, actually two.
1) Is there anyway to force WP to generate a URL with caps and non letter/number characters in it? Some of my current URLs have caps, exclamation marks and other things in them. It's possible this is no longer an issue but, back in the day linking to HelloWorld.html and helloworld.html would link to two different files.
2) Without resorting to a plug-in, how do I use iframes in WP? Some of my articles have Amazon ads and these work with the [iframe] tag. WP drops my closing tag and puts a "/" at the end of the open tag which screws everything up.
Yes, I have been Googleing for these answers but, I'm at work and blocked by firewalls...