WordPress MU

I imported posts from my old blog to my µ blog, but the permalinks are still pointing back to the old blog.

You can see here (click on any post).

How can I fix them? They're doing it for every blog.

http://codex.wordpress.org/Changing_The_Site_URL

Tried the first option, but it didn't work.
Should I keep going down the list, or did I do something wrong?

Try this:

Export DB to file

cat db.sql | sed -e 's/old.base.domain.here/new.base.domain.here/g' > newdb.sql

run the newdb.sql from the command line.

OR

You could try running it on your exported posts xml file and then import them normally rather than working on the main database file.