When changing premalinks, none of the pages and links are not working except home page :(
Result are shown below. Thanks in advance.
This is really a server question and not specific to WordPress.
You may also need to add a blank .htaccess file in the /Users/yourusername/Sites folder so the file has the correct permissions and so WordPress can write to it from the Settings >> Permalinks screen in admin. And to do that, you will need to add the .htaccess file in Terminal, as OS X hides unix "invisible" files - files with a leading . - in the finder.