Members Directory - removes some WP functions


I am creating a Business referral networking site and I need a members directory that is searchable. I have installed the members directory. It did not create any pages, under users no extra items were added and the WP grey tool bar at the top of the page disappears.

I also tried using the blog mu theme and that isn't going well either. I will put it up so you can see. I installed a custom header and it only shows on some pages and in the wrong position (middle of the page)?

Thank you for your help.