Are you using multiple sites as described here?
Try this: Please go to Administration > Site Settings and select your site from the Site Title drop-down list (it is above the tabs). If you have a tab named Features you are using multiple sites. All you need to do is click on this tab, select all of the features in the list on the left and click the -> button.
If you aren't using multiple sites, try running setup again by browsing to http://yoursite.url/Setup/Default.aspx.