Double check the /usr/share/horde/config/registry.php and make sure you have the correct path set for 'webroot' =>
When I first installed horde it would not automatically save the correct path settings that you input in the first question of the install script.
Edit the registry.php file and search for:
'webroot' => _detect_webroot(),
If you see the above then you need to set the full path to your horde install folder.
For example I installed horde to "/usr/share/horde/" and created a symlink to "/var/www/webmail/horde" so my settings look like this:
'webroot' => '/webmail/horde',
If that does not work shoot me a PM with a test account so I can see exactly what it is doing when logging in.
Hope that helps,