Created New Password Problem

I created a new password after I logged on as admin, and after I did that it logged me out. So I tried my new password and it didnt work, then I tried the old one and it didn’t work, so then I tried both with different user names (thinking that may have switched when I updated my profile) and nothing worked. So then I clicked on “lost password” and had another one sent to me. I tried that one and it didn’t work either. So then I cleared my cookies and cache and tried everything again. It still wont work, but now I’m not getting an red error message anymore telling me that it’s the wrong username and/or password, it just returns the login/password form.
I’m using Windows XP, IE 6.0, PHP 4.3, Apache & mySQL (latest versions I think).
I’m new to all this PHP and mySQL stuff, but I must say it was remarkably easy to install and get it running. I’m anxious to start formatting it for my site, but I can’t login, augghh!!! Any help would be greatly appreciated.