Not that this is your issue (quick & easy to find out), but I've done what you did a few times, and I always check for relative urls but most of the times it's been a url issue within wp/db...so dump the below in the head of your functions file [with your url info of course]:
Code:
update_option('siteurl','http://example.com/blog');
update_option('home','http://example.com/blog');
That has always cleared it up almost instantly for me...be sure and remove it pronto, btw.
[from the Codex:
http://codex.wordpress.org/Changing_The_Site_URL]