issue with Clean URLS
It sounds like with the 'Forward to' configuration for your domain, it may be iframed instead of the domain pointing directly to your server.  When you type a direct url, the path isn't passed on to your actual site so it only serves the homepage, and when you click on links it only changes the url of the inner frame so the address bar doesn't update.  You can check if the page is actually in an iframe by viewing the source of the page.

For setting up the DNS, you should be creating an 'A' record to point the hostname directly to your IP address.