Re: members does not work neither does friends?
Re-read the instructions and try again? It sounds to me like some files aren’t in the correct spots or that some files were corrupted in the upload process.
To address your specific issues:
1.) The BuddyPress admin bar includes the link to your #2 question, but if you want to remove it from the front-end, you would have to check the defined('IN_ADMIN') variable and only load the buddybar if so. Could probably make a filter for this in functions.php, but I’m not in front of the source to give you a turn-key solution at the moment.
2.) The link is part of the buddybar. 
Otherwise you can type it in the address bar yourself or customize the theme to fit the way you want it to perform. Aside from that, none of the WPMU themes will know how to redirect you to any specific blog admin area aside from their own, and they wouldn’t know which other blogs you have access to. That’s what the BuddyBar is fore. (Note to self: It would be cool to have a link to the admin area of each blog when viewing /blogs/my-blogs.)
3.) Are you using a vanilla install with the vanilla theme? Vanilla meaning included… If so, do you have a link to your website so that I can see what’s happening?
