Okay, I think I see what you are referring to.
First of all, if you link to the login page directly, you will, by design, get re-directed to the home page. That is because the link was to the "login page", and once you login, you don't have access to it anymore, so it redirects you to the designated home page.
The way to get around that is to link to a resource that is only viewable to registered users. If you click on that link (the downloads page on www.dotnetnuke.com is a perfect example of this), it will see that it requires authentication and redirect you to the login page, and once logged in you will be redirected back to that link because that is where you were attempting to go in the first place.
Here is where you need to learn how to use the "unauthenticated user" and "registered user" groups in DNN, they are very powerful if you use them right. One of them will restrict viewing to only people that have NOT logged in, and the other will restrict viewing to only people who HAVE logged in. Use the security settings on the page or module, and DNN will do the rest for you.