It must be me, as everyone else seems to have set it up successfully but I'm having problems

I install it and can set the options in my acp and usergroups but when I click on 'Categories' or 'Editor choice ads' within my acp I get a 404 error. Can anyone point me to where I'm going wrong?
Thanks
Kate
PS I've re-downloaded it, re-extracted it, re-uploaded it and re-installed it all to no avail