Sounds like the $WAGLOBAL_Root_URL variable in the WA_Globals.php file is not set correctly.
make sure that is set to the full URL to the folder on your server where you have placed the CMS files.
For example, if the Full URL to access the login page is:
then the proper setting fro the root URL is:
$WAGLOBAL_Root_URL = "http://www.mydomain.com/cms/";
and the $WAGLOBAL_remoteRoot should be set to:
$WAGLOBAL_remoteRoot = "/cms/";