Styles won’t load until I hit refresh

I just installed WP and everything went as smooth as it can. I now have one simple problem and I’m not sure where I should start to troubleshoot.
When I try to load my home page for the first time, it load it as plain text. I don’t see any images (except the ones on my post) and the stylesheets do not load either. But as soon as I hit refresh, everything comes in just fine. I have seen this with thee default style and another one of the styles found on Alex King’s page. I have also seen the same problem in both Mozilla and IE browsers.
Let me know what you guys think.
I did some basic searching in the forums for this but couldn’t find anything relevant.
Thanks.