Thanks for your help. I actually fixed the lost password link, but I had forgotten about .htaccess. wp_redirect works fine, but you are right .htaccess might be a good idea too.
I am already doing that.
But what I want is for the url: localhost/wp-login.php to go right to the home page where the login form already is. Right now, I have a partial solution but it has cut off the rest of wp-login.php which I need to lost password and such.
wp_redirect() is your friend.
