You installed Apache, PHP and MySQL in Windows. It seems to work, but when you try to run PHP-Nuke's index page, the browser starts searching the page without showing anytihg. 
How do you get your Admin back?
This is too vague an error to trace down to anything specific with certainty, but there are indications (see Problems
with header function) that it is related to the header() function of PHP and PHP's Bug #16842: header() function doesn`t work. The
bug seems to have been fixed in newer versions of PHP, but it might still appear, if you had a previous version that you did not uninstall cleanly (the old problem with DLLs not being correctly
managed under Windows, with old versions still lying around even after an uninstall). If you suspect this might be the case with you, uninstall PHP cleanly and reinstall.
