I'm not having any luck so I restored everything to the original settings. Please have a look and advise.
The address bar says this when I'm on my site: picksup.org/index.php. When I copy/paste it, it pastes with http// added at the beginning.
Here is a screenshot of Options:
I think I fixed it by checking the reset box after changing the header path.
Edit: No, not fixed. It works as it should with the default XF logo in the header but I add a custom logo it requires a password to enter the forum.
ReEdit: And now it is working like it should. Very weird. Is there...