Using ftp or by logging in to your hosted account and using the file manager they provide, check the placement of the folders. Under the blog folder there should be a wp-content, a wp-admin and a wp-includes folder.
If that is where they are, use http://codex.wordpress.org/Changing_The_Site_URL to change the site address and site url to
http://www.artofthestate.co.uk/blog/