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There is a way to bypass this I think, but one of the more knowledgable guys will have to tell you - I think you have to change a database value from 1 to 0 somewhere, or something.
For what it's worth, I think you have to specify what users or groups of users (like webmasters) are able to access your site while it's 'closed'. If you did not do this then that may be your problem partly.
I'm sure someone will give you a better answer in due course.
Ted