From the way that you describe the situation, I have a feeling that you need to learn a bit more about pages, modules, skins and containers. Some of these tutorials might help:
Basically, modules are placed on pages.
Skins decorate pages and may provide styles for modules.
Containers decorate modules, and may also provide styles.
In your situation, it seems that clicking your "location" opens something in a new page, and that page has the admin skin applied to it. Since I don't have your code, it's a bit difficult to know what may or may not have gone wrong. But, I'd also guess that there is some sort of navigation issue. You might want to check Michael Washington's adefwebserver.com site and look at the DotNetNuke section. He has a nice tutorial there that describe module navigation options. That might be of help to you.