Login Issue

I cannot figure out how to resolve a login issue. I’ve read a lot about it in the forums, but nothing offered as a solution has worked. Here’s the issue. When I log in to the admin panel, it will let me in, but as soon as I click on a link to do something, it will redirect me back to the login screen. If I re-enter my login, then press enter, it leads me to a blank error page, but, if at that point I click on my browser’s refresh button, it lets me in and all is fine from then on . . . meaning I can navigate anywhere I want within the admin panel with no problem. At that point also, the “Site Admin” link appears on the sidebar of the main blog page. All that I’ve just described is what happens when using IE. With Firefox, when I get to the point of refreshing the browser, it takes me to a completely different website, always a website that starts with the same 4 letters my domain starts with. All this is very frustrating and I would like to find a permananet solution. I’ve checked wp_options in the database (the home and url fields) and all is as it should be. I’ve read some stuff in the forums that it could be a cookie issue. (??) Should it set a cookie when you login? It doesn’t seem to be. I’m using XP on my home computer. By the way, all this is on a WP installation on my own domain with a hosting provider that provides ver 2. of WP software as part of its hosting package.