If I type:
It redirects to:
http://www.address.com/index.php/index.php/admin (Yes, two index.php's)
I've checked the web/unsecure/base_url and web/secure/base_url and neither have "index.php" in them. They are set correctly.
For additional information, if I try:
directly, it redirects to:
Check to see if:
System > Configuration > General > Web > URL options > Add store code to URL
is set to yes. If it is, try changing it to No, clear cache, and see if that helps.
Or check this SE post about another possible culprit: