Wrong direction of admin

Not sure what I did to cause this but my main page does not show as a main page.
From the dashboard clicking ‘My Blog’ at top of screen I’m directed to my website, domain.com which is not where I want the blog.

I installed wp 3.0.5 to my control panel of current hosting site and all the files went into root/public_html directory.

I would like to have an independent blog and link to it from my website.

What do you suggest? thanks,

Bill