After some trial and error I have found the problem.
At installation the system is set in Maintenance mode. After logging out you can´t log in by going directly to admin.php (a blank page appears) And you can´t log in at index.php since the site is in maintenance mode.
After installing you have to deactivate maintenance before logging out. Now you can log in again at index.php. But still you can not log in att admin.php
So how to log in at maintenance mode?
Server specs (Server OS / Apache / MySQL / PHP / DragonflyCMS):
Linux/Apache 1.3.37/MySQL 5.0.41/PHP 4.4.7/Dragonfly 9.2.1
Now I have tried everything I think. Installation with different PHP versions and also different versions om MySql. Installation is OK but once logged out it is not possible to login again. Tried a test mentioned above: