Ok, I started over and followed the instructions of Jamie but without any luck.  I am having the same problems.  Let me provide the steps I took to be clear.

1) I extracted a deployment solutions from the zip file to my desktop and renamed the wwwroot folder to WhatWhyHow.

2) I then changed the user.config.sample to user.config and set my database info.

3) I then added the App_Data folder, because it was not included.

4) I created the website in IIS and set the app pool settings, v4.0, and set the permissions on the root folder and child items to read.

5) I changed permissions on both the App_Data folder and the Data folder to full control.

6) From the browser I navigated to http://whatwhyhow/setup; I named my host in IIS "whatwhyhow"

7) Setup ran without hickups and gave me the link to go to the home page and crash.  It navigated to : http://whatwhyhow/login.aspx?ReturnUrl=%2f

My theme and the default root page is acting the same as before.

Thank you for your continued help Joe.  I have checked both of your recommendations and what I have found is this:

There are three authentication items listed but only the two you mentioned are "Enabled", however the Forms Authentication piece has "HTTP 302 Login/Redirect" as a response type.  I believe I understand this is for the purpose of areas requiring authentication and to where the page is to redirect if the user is not authenticated.  It would appear that with the problem I am having it either does not understand what the default landing page is supposed to be or that the default landing page is set to be authenticated.  This is the forms authentication setting in the web config.  <forms name=".mojochangeme" protection="All" timeout="20160" path="/" cookieless="UseCookies" />.  I recognized the ".mojochangeme" when choosing the edit view of forms authentication in IIS.  Unless I am mistaken, does the tag not suggest that all paths are requiring authentication?  Does the "path" attribute not suggest the root path and in turn cause all pages to require authentication?  I am familiar with asp.net membership and forms authentication but my have some misunderstandings.

The style sheet situation falls into the same concern about the authentication question.  When I login I get all theme settings flawlessly.  It is only when I am not logged in that my theme does not get loaded.  I have copied the link path for both logged in and not authenticated scenerios and they are identical.

<link href="/csshandler.ashx?skin=artisteer31-green&s=1&v=2.3.9.4&sv=00000000-0000-0000-0000-000000000000" rel="stylesheet" type="text/css"/>

<link href="/csshandler.ashx?skin=artisteer31-green&s=1&v=2.3.9.4&sv=00000000-0000-0000-0000-000000000000" rel="stylesheet" type="text/css"/>

Well, that is as you say it should be.  This is totally mind boggling.