1. is mod_rewrite enabled on the server
2. are you sure
3. is AllowOverride All set on the server
4. are all the .htaccess files in place (a lot of ftp and file transfer tools do not upload ‘dot’ files by default
5. does tmp folder have the right structure (a lot of ftp and filetransfer tools do not upload ‘empty’ folders by default
6. does the tmp folder have the right permissions
7. did you try using pretty urls (see the http://manual.cakephp.org/ )
8. did you set debug to greater the 0 and see if there are any errors

Fix these things and you should be in good shape. Also search the
archives this is asked about once a week

and look at http://groups.google.com/group/cake-php/web/frequent-discussions