True purging your eAccelorator cache/turning it off or whatever other php caching plugin you happen to be using. This is what happened for me. I believe what was going on is that supercache changes some php files on disk and depending on how you have eAccelerator set up it may not notice the change.
Actually in wordpress 2.2 you can put a ../ inside your content upload directory I believe.
Alright had the same problem here is what is probably happening.
You have your domain set up to redirect people from blah.org to http://www.blah.org but your wordpress installation is set up for the address blah.org. I fixed this problem by disabling the redirection from blah.org to http://www.blah.org.
Also you need to allow cookies or you will just be sent back to the login page.