I found it out. You need to register as the first user and then you have administration rights. I find it really strange it isn't said anyware in the INSTALL text file. It's one of the most important things. I installed this software 3 times just because I though every time I missed the place were your have to give the login details.
I have installed elgg before successfully, and I did an installation for a test site the other day and had forgotten this... and abandoned the installation... it would be useful to have better instructions (about lots of things)
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