Content Not Found! Please try again.

This is the FIRST time that I have installed wordpress.
errors as follows:
I added a sub domain in my cpanel to which then created my new MySQL database and followed ALL the instructions as to setting up wordpress, However after deciding to change the permalinks from default to (MY preference) then uploading my NEW theme to my host via ftp problems then arose.
I can log into my wordpress admin OK, but when entering my site URL into browser I get this <strong>ERROR Content Not Found!</strong> Please try again. I then was told This error is most likely due to the fact that you've changed your Wordpress Permalink Structure.
proceeded to change the chmod to 666 from 644 went back to permalinks to re adjust to my liking (again) and then retried my sites URL to access mt wordpress blog! BUT STILL NO GO... Content Not Found! Please try again.
That is when I decided to ask for help here, so any of you decent Guys out there know whats up here ? please Help... I appreciate ALL replies
Many Thanks
razor64
PS. Has these problems have anything to do with the fact that I have set the wordpress up on an subdomain?