Hi David,
There are no case differences in the MySql package /Setup folder so I don't know what is going on with your installation.
There is a "Blog" folder in the root of the site that has files needed to run the blog, and there is a folder "/Setup/applications/blog/" where upgrade scripts live.
The only thing I know for sure would make all of your pages have a 404 error is if the Default.aspx file in the root of the site is missing or if you inadvertently replaced it with the file from /Setup/Default.aspx
Hope it helps,
Joe