1. Check your Classes in setup to make sure that Show Children is checked.
2. Check your links regarding |ezroot and |ezurl. Have your changed your mod_rewrite rules in your .htaccess file or httpd.conf files? Do you have any URL translations in http://admin.yoursite.com/content/urltranslator?
3. Check your policies for the anonymous user role. Make sure it can read content from the Media section.