Please do help me. I can't see the admin panel go through. I dont have a store maybe. How to set up a new one?
Please check this Magento knowledge base to know how to set up a new Magento store - http://www.magentocommerce.com/knowledge-base/categories/category/installation-configuration/
For us being able to help, we will need a little more information
What have you done/tried, and did you get any errors ?