If you find that you cannot login after a successful installation of Director, it is more than likely because of PHP's session_save_path. Some hosts require that you save session information in a specific place, which is specified by the session_save_path setting in PHP.
Contact your host to find out what session save path to use, then add this to config/user_setup.php:
session_save_path('/path/they/give/you');
Be sure to add that line before the closing PHP tag:
?>