Sounds like the $WAGLOBAL_Root_URL variable in the WA_Globals.php file is not set properly.
If the CMS files are not at the root of your site, the $WAGLOBAL_Root_URL setting must include any sub directories.
for example, if the CMS files are uploaded to:
cms
the $WAGLOBAL_Root_URL should be set as :
$WAGLOBAL_Root_URL = "http://www.mydomain.com/cms/";