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that's pretty strange. i just downloaded and installed the latest stable version yesterday (i needed a 'testing' site) and it worked flawlessly.
1. provide all information such as hosting environment, lamp, wamp, whatever...
2. what browser are you using? ie, firefox, opera... what os?
i personally have installed in several different ways with different os'es (winblows & linux) and with many different browsers and have not had the situation you speak of. try it again from _scratch_ and let us know what happens with all the details.
hope this helps.