First, I would make sure that you've set the "Joomla Login Redirection URL" and "Joomla Logout Redirection URL" settings properly and that the access level for those menu items is correct.
Depending on other extensions you may have on your site, there may be other plugins that interfere with the redirection for these events, for example 'System - JomSocial Redirect' could cause similar behavior.
Could you also provide a specific URL where you're having the problem? If you inspect the login form, we can see where the "return" hidden input is trying to point to and whether the login / logout actions are actually going there. This could give a clue on what's going on.
-Melissa