I'm just going to list some thoughts:
- "Please Remove Install.php should die not just echo.
- Remove XSS-able echo $_REQUEST['p'] in title
- SQL-attack possible through $_REQUEST['p'] (Must sanitize)
- Try and separate presentation from logic.
- Make templates for the admin area, so you can easily change layout.
I know it's all negative here but I just flicked through the code and I'm sure over-all it's very good.
(PS:Welcome to the forums, we can never have too many Davids)