If you ever get File Not Found just after copying a site to a web directory, it is most likely caused by your not copying the .htaccess file. I copied a site to my sandbox and since I could see the home page, I assumed evrything was hunky-dory. That is until I clicked on a link, then whoa! I checked file listing in terminal and yup, the htaccess file was missing.

If you have to use Finder to copy a site and you cannot grab the entire folder, make a note to yourself to remember the .htaccess file.

... just saying ...