Change the permalinks structure

I have decided my structure of permalinks from /?p=125 to /sample-page. I have tried some methods, but anyone works. I have changed the structure in settings/permalinks and I have tried with some plugin in order to get a redirecction, however I have not get anything. I don`t know what to do, because I get 404 error when I open any of my pages. I would like to know how to solve this problem, and if it has any relation with my server.