This is common problem with links from modules in Joomla. The reason the content loads on the Home Page and not the content page is there is no Item ID attached to the link. This can be fixed by creating a menu link to the page or category. If you are linking to a category or an article without a menu link already assigned you will need to create a menu link. Commonly known as a Hidden Menu or Dummy menu approach, you first need to create a new MENU not assigned to any module position. This menu will serve as a dummy menu for Item ID's. Next simply create a new menu link and create a new menu link to the category of the item you are linking to.
For more information you can refer to the Joomla Magazine article on Hidden Menus [ View Article ]