a problem like that usually comes down to IIS configuration and file system permissions on the static files. It is not an issue in mojoportal itself.

There have been posts in the past about problems like this, if you search these forums thoroughly you can probably find something.

a web.config with something like this would cause that

<authorization>
            <deny users="?" />
        </authorization>

that basically says don't allow anonymous users so it would redirect to login url defiend on the <forms element

I would look around for any extra web.config files especially in sub folders below /Data if you don't find an issue in the main web.config