nah, what he's saying is that it shows up while he is viewing his server... the Joomla test site... Yes, this happens sometimes, it's because of the way the program is coded think.. same thing happened to me when i was testing MyBulletinBoard.
If you set the domian name up with the server then you can use it... If you didn't, any link with that domain name will go to that domain name (which means the files clicked should be there...)
Wow... never did that before, but try Opening the port for MySQL in the Exception List of Windows Firewall and you other Firewall Programs running. If that does not fully work, try searching my codebase: http://www.google.com