[TYPO3-install] 404 on shared hosting site

[Steve Hutcheson]

I have installed Typo3 on a shared hosting website in a subdirectory of the website  ie. http://mysite.com/site

While the installation went okay, when I open the website none of the links work giving me "The page cannot be found!

The page you have requested cannot be found on this server.

HTTP 404 - File Not Found " error.

I have tried disabling RealURL but it does not alter anything. Can anyone advise? There is nothing I can find on the forum that is the same problem. 

p.s. I do need baby step advice since I have no familiarity with Typo 3 at all.