I came across this problem today. I just purchased a HostGator Baby account. I got everything installed, and CodeIgniter will pull up a home page, but any other page redirects to the home page.
After a little digging, I discovered a solution.
You just have to open your /application/config/config.php file and replace this…
[php]$config[‘uri_protocol’] = “AUTO”;[/php]
[php]$config[‘uri_protocol’] = “REQUEST_URI”;[/php]
I hope that helps someone out!