Can we have screenshot what exactly are you getting at console window?
What is the browser are you using? I will suggest you to enable Java scripts in IE then try to open the console.
Did we test with firefox?
What web browser are you using? I had issues when using Firefox 4.0 with the console not loading correctly. Had to switch to IE 8, remember that IE9 is not supported.
I had this happen with IE. Oddly enough, clicking on the loading graphic made the login box appear.
Thanks to all who responded.
It turned out that the install process did not correctly store the login credentials for the SQL Express instance it installed.
(I did not try clicking on the graphic, perhaps I should have.
Again, thanks to everyone.