[eluser]gtech[/eluser]
first thing to check.. have you set the base_url in the config/config.php file?
links to other threads with same problem.
[url="http://ellislab.com/forums/viewthread/60917/"]http://ellislab.com/forums/viewthread/60917/[/url]
[url="http://ellislab.com/forums/viewthread/47270/"]http://ellislab.com/forums/viewthread/47270/[/url]
if that fails you could try the suggestions in the troubleshooting guide.
[url="http://ellislab.com/codeigniter/user-guide/installation/troubleshooting.html"]http://ellislab.com/codeigniter/user-guide/installation/troubleshooting.html[/url]
if you are using a .htaccess file (im guessing you havent) then remove it for now and keep things simple.
If none of these things work let us know, I am sure someone will be happy to help.