There's probably something wrong with the siteaccess, did you install it with the webbased setup and demodata? During the setup you enter two siteaccesses one for the admin and one for the site/public. This one is pointing to the admin. Check your /settings/siteaccess/ and the /settings/override/site.ini.append to see which sitaccesses are available and the /settings/override/site.ini.append to which the DefaultAccess is pointing. And in the site.append.ini of your public site/defaultaccessite check as well if the RequireUserLogin is set to false.
Also during setup make sure the settings, override and siteaccess directorys are writable.