When I install DNN on our dev server...I created a virtual directory under our root website to point to DNN.  No matter what I do - when I type in http://xxxx.azchem.com/DotNetNuke ... it resorts back to http://localhost.  Why does it do this?

I unzipped the files to a DotNetNuke folder I created on the server.  Then I created the db in SQL.  Then I opened localhost/DNN.  It does all of the auto-installing and then you click a link that says "view my portal" or something like that.  When I do that, it goes to localhost.  When I type the address http://servername/DotNetNuke (the virtual directory I created)...it opens up my portal, but the address in the address bar has changed back to localhost/DNN.  Why does it do this?