I have installed MediaWiki 1.1.0 on a Windows 2000 machine. Everything works well except for logins. After I login, I get the "login successful" message. Anytime I click to another page, the page still shows my IP address, and when I edit a page, the revision is associated with my IP address.
Have you enabled the file cache ($wgUseFileCache) or database messages ($wgUseDatabaseMessages)? I had the same problem with logins yesterday but it seems to have gone away after I disabled them.
Regards,
Erik