When on you server you have not mailserver Drupal do greate mistake. It very important please solve.

What are the steps required to reproduce the bug?
Simply make new install of drupal on server withuot smtp support? for exmple Apache 1.3.37 for windows.

You can see:

Drupal installation complete
warning: mail() [function.mail]: Failed to connect to mailserver at "localhost" port 25, verify your "SMTP" and "smtp_port" setting in php.ini or use ini_set() in D:\Apache\Apache\htdocs\dru6\includes\mail.inc on line 183.
Registration succesful. You are now logged in.
Congratulations, Drupal has been successfully installed.

Please review the messages above before continuing on to your new site.
Then click "your new site." and get
Welcome to your new Drupal website!
Please follow these steps to set up and start using your website:
Configure your website
Once logged in, visit the administration section, where you can customize and configure all aspects of your website.

Then I click administration section

And get

 Access denied
You are not authorized to access this page.

When i try to install on my hosting server all good Drupal working

But when i try install on my local computer all is bad I simple user/2 and i can not admin site

All information about my system.
Win Xp Sp2, Apache 1.3.37 php 5.2.3, Drupal 6.dev, MySQl 4.1.22-community-nt. I have not smpt support to send e-mail.

What behavior were you expecting?
I expect that account that I create in step Configure site must have complete access to the site

What happened instead?
When I login to that account I can not to admin site, in fact I can only login and loguot and I can change my password. For example when I try to go http://localhost/?q=admin I get
Access denied
You are not authorized to access this page.