This option is usually only to be recommended if you are dealing with a new installation and no posts, since the Permalinks for your old posts are now going to change thus breaking all existing links to your blog. However, if you feel you must, these instructions will show you how:

1. Log into your Blog with admin privlidges
2. Select Options→Permalinks
3. Change the option to whichever you prefer (my blog uses Date and name based). Note that at this point all links to your existing posts are broken - if you have no posts you're finished

If you do have existing posts you now need to enter the database and update all links within the blog, manually.

1. To get the SQL out of your database use a datadump

mysqldump -u username -p wordpress >~/wordpressbackup.sql

This will generate a file called wordpressbackup.sql in your home directory

1. If you were using the default

<WORK IN PROGRESS!>