Linking wordpress blog to non-wordpress site has destroyed all internal links

Must I have one or the other? That doesn't make sense.

And pretty permalinks wont work anymore without disappearing the blog altogether.

Juggledad on connecting a wordpress blog to a non-wordpress site---
If you want to link to a non-wordpress page, create a custom menu and add the page link there - but call it something other than index.html

I did this and it worked.

http://anartist.com/weblog/

this is what I got when I clicked on the link to the first post: http://anartist.com/?p=467
and it went to the home page

When I did this I didn't know I would lose my pretty permalinks and even the non-wordpress homepage had some weird number after it. When I set them back I get the message "Not Found--Sorry, but you are looking for something that isn't here."
Another bad discovery -- everything on the right sidebar used to work fine, go to posts and archives; now everything except the link to wordpress.org defaults to my anartist.com html homepage with some funny number after it.