You also have to make sure that your change of domain is correct in the admincp and in your database, when accessing
www.mysite.com you will usually see the initial page as it is index.php or .html but when accessing conswequent pages they are then a subsiduary of a folder....etc at the domain so if you haven't got it right elsewhere then it wont show you the page. You can also check that you dont have an invalid redirect set in your .htaccess file too.