session_test.php loaded fine and clicking the link on that page sent me to session_test2.php which I think indicates that sessions are working as expected. I did notice though that it writes out the admin username and password from my installation session (yes that's right, I deleted everything and started again). When I go through the installation procedure there is no issue with getting into the admin section from the last step. It's only if I log out then try and log back in that the problem occurs.
What I did this time though was to change the admin password from what I initially set to something different after I reached the admin section during install. Now I clicked Save Changes (after changing the password) and then I checked to see what that did in the database. Using MySQL Administrator I looked up the table wa_settings prior to the change and viewed the password that I initially put in (not sure if it's a secure thing having a readable password - have you thought about using MD5 hashing to oscure it?), then checked again after I changed it. Guess what, no change. So it seems that the script isn't writing to the database once I'm logged in. It writes the data correctly during installaion but stops after that.
Unfortunately I can't log out then log back in to see if that changes things.