I re-did it all again, but this time I used absolute HTTP//: paths in every section of the Wizard. All seems to be working fine now.
I have to get the site delivered (finally) so don't have time to investigate properly - but hope to try again later.
One thing I should mention is that I tried the whole business on another machine (as if that would make a difference) and the admin/admin problem I think is caused when you start the wizard from an open page in the 'admin' directory, and elect to have the page/user access part of the wizard run automatically when the first part finishes. To select pages I used the browse icon to browse folders for pages to select, and clicked the 'admin' folder to select the entire folder contents. This seems to cause the admin/admin fault I had initially. I will try again another time selecting the contents of each page individually - if I can do that without highlighting the folder itself.
I will settle for entering the full paths for now , though!