First of all, you cannot change content type from .html to /, you are talking about FURL ( Friendly URLs ).
MODx revolution by default create URLs like www.mydomain.com/yourpage.html or www.mydomain.com/element1/element2.html so you shouldnt’ need chage something.
What does mean no you are being redirected to an error page? Your links are wrong. If you do a page preview from the manager it is possible that the page will show correctly.
If you are writing the links your self in template ( for example /element1/element2.html ) change it. If the element2.html has the id 28, write [[~28]] and this tag will be replaced with your url. For example:
<a href="[[~28]]">your link</a>