You may need to indicate in your web hosting account that you would like to domain to point to the directory that WordPress is in, instead of the default.
i.e.: instead of pointing to /public_html/
it should point to /public_html/wp
(your set up may differ, but this setting would change in your control panel, not only within WordPress)
If you still have trouble, let us know which host you have, that may help. Or contact your host and tell them you would like to point your domain name to a new directory and ask how they recommend doing that.