You just added new blog to you WordPress MU and it goes to admin dashboard all the time? The answer is simple. WordPress did you a "favor" and set new blog as Dashboard Blog. all you have to do is go to Site Options ([your blog]/wp-admin/wpmu-options.php) and clear "Dashboard Blog" input box. Save. Done!
You may wonder why some would do such thing? Well, most obvious case is integration with existing website. Some times "s" parameter is already used and/or required to have function different from search. This where you have to alter default behavior of WordPress.