That behavior that you describe isn't normal, for some reason CKEditor isn't identifying properly its own folder so you should set a CKEDITOR_BASEPATH
variable before loading CKEditor.
It's briefly commented here: http://docs.cksource.com/ckeditor_api/symbols/CKEDITOR.html#.basePath but there might be other places where it's explained better.
A successful implementation is therefore:
<script>
window.CKEDITOR_BASEPATH = 'http://example.com/path/to/libs/ckeditor/';
</script>
Then load the main ckeditor.js
script. Note you can use root-relative paths e.g. /path/to/libs/ckeditor/
but relative paths do not work.
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