The Setup page should have created the admin user for you if no user exists in the site, but once you registered a user it won't try to fix it.
The only solution is to go into the database and wire up your existing user to the Admins role. Look in the mp_Roles table, get the id of the Admins role, then create a row in mp_UserRoles with the id of your user and the id of the role. There should already be at least one row in there where your user was added to the Authenticated Users role, so yu should see the userid there, but if not look for it in mp_Users.
After wiring up your user to the Admins role, sign out and then sign in again to get a new role cookie and then you should be an admin.
Hope it helps,