That seems to come in the setup where you go to Options –> General Options and investigate the fields WordPress address and Blog Address. These requires putting the WP files in different places than they are now and may need a mySQL reset.
I’m a WP newbie so investigate the link mentioned at general options:
http://codex.wordpress.org/Giving_WordPress_Its_Own_Directory
I do that with my akismet and Category visibility tabs. I had not edited my site at all and it just started doing it.
I also haven’t been able to fix it, but also have other things to do so haven’t really tried. I have 2.0.4 on that one though. ?????
Temple