Bad Links

I have installed the wordpress blog but experiencing a couple of things. First when on blog at http://ult-business-opportunities.com/blog/index.php then click to login it takes me to http://ult-business-opportunities.com/blog/ instead of http://ult-business-opportunities.com/blog/wp-login.php what could be the problem?
I did delete and redownload to ensure I was not working with a corupt file as well.