The very first setting in TWG Configuration is "Enable session caching of directories and files." which says it "Should be enabled after the setup is done!". As soon as I turn that setting on, it is impossible to log into a protected folder and I can only log in as admin if I enter the password, physically close the window and reopen it. Then the "Administration" option shows in the menu. After clicking that, it goes to a white screen asking for a password again. After entering the password then it lets me in.
If I turn off the "Enable session caching of directories and files." option, it works fine. This happens with all browsers.
Edit : After playing with it a while, it starts asking for a password for everything I click with the "Enable session caching of directories and files." option turned off, but lets me continue until I click a picture or album.
