Wrong redirection on some links

On some links in WordPress I am redirected to the wrong location.

I’ve tried a completely new install, everything updated, used many themes as well as the wp default themes, no plugins installed (just wordpress) and I’m having still this problem.

There is an image below which shows the mouse over a dismiss link, the url at the top and at the bottom the url which you are taken to when you click on it.

The site url and wordpress url are filled out with the full and correct path (no trailing slash).

there isn’t any errors in .htaccess but to test again from scratch I’ve removed it altogether.

Its on a dedicated server (which has the subdomain in the image below as the root www/), the funny thing is, when I use the servers full hostname as the siteurl I don’t have this problem (it takes you to the correct place but it looks very ugly), but unfortunately I cannot use it on the live site as it wont work with ldap authentication which will be installed later.

Could this be an absolute path somewhere that has not been filled out correctly? (this is just a guess and I dont know where to look at the moment).

Anyone have any ideas?

Image that shows problem: