The first thing to do is delete all files in the core/cache directory and clear your browser cache and cookies.
Then, check the paths and URLs in core/config/config.inc.php and the config.core.php files in the following directories:
§ MODX root directory
§ /manager/
§ /connectors/
§ /setup/includes/
If the path in the Setup directory config.core.php file is wrong, you may be able to run Setup after correcting it and skip the following steps.
In PhpMyAdmin, check the path in the modx_workspaces table.
If there is an .htaccess file in the MODX root directory, check the rewrite base line (or rename the .htaccess file).
Also, see if anything here helps:
http://bobsguides.com/modx-troubleshooting.html.
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PLEASE, PLEASE specify the version of MODX you are using.
MODX info for everyone:
http://bobsguides.com/modx.html