double check your setting in the WA_Globals.php file for the following variables:
It sounds like these are not set correctly.
the Root URL should point to the location on the server that you have uplaoded the cms file to.
For example, if the cms admin folder is at:
the $WAGLOBAL_Root_URL should be:
$WAGLOBAL_Root_URL = "http://www.mysite.com/cms/";
the $WAGLOBAL_localRoot and $WAGLOBAL_remoteRoot variables should be set to the cms folder:
$WAGLOBAL_localRoot = "/cms/";
$WAGLOBAL_remoteRoot = "/cms/";