Problems logging in after changing URL

Hi all,

I originally had my blog on .co.uk/blog then i decided to run from its own domain and used ****blog.co.uk

I transfered all the files over and it is seemed to be ok until i try to log in to ****blog.co.uk/wp-admin, I can log in with my usual user and PW but it logs me back into .co.uk/blog/wp-admin

What do i need to change to stay logged into my new domain admin???

Thank you in advance.