This is specific to www.example.com/admin/index.php

There is also the by-product in which the backslash is converted to the three-character string %5C.

Also, I see no link (malformed or otherwise) for the file admin.css.

On Windows, this is what happens:
$_SERVER[PHP_SELF]: /index.php
dirname($_SERVER[PHP_SELF]: \

Suggest in config.defaults.inc.php, lines 118, 119, make sure to str_replace('\','/',$var).

Edit: Nope, that is not the correct solution.

Can you attach an incorrect index.php as rendered in the browser?

The attached file is the HTML as saved by the browser of the unmodified:
http://tracker.xxxxxxxxxxx.com/admin/index.php

I have since changed lines 118-119 from:

$t_path = basename( $t_path ) == "admin" ? dirname( $t_path ) . '/' : $t_path;
$t_path = basename( $t_path ) == "soap" ? dirname( dirname( $t_path ) ) . '/' : $t_path;

to:

$t_path = basename( $t_path ) == "admin" ? str_replace('\','',dirname( $t_path ) . '/') : $t_path;
$t_path = basename( $t_path ) == "soap" ? str_replace('\','',dirname( dirname( $t_path ) ) . '/') : $t_path;

I suggest you have a look at the fix implemented in config_defaults_inc.php by grangeway in the master branch, I think addresses exactly this problem, albeit in a slightly different way.

https://github.com/mantisbt/mantisbt/blob/master/config_defaults_inc.php#L138

If you confirm that, I'll backport the change to 1.2.x

EDIT: added link to file on github

Marking as 'acknowledged' not resolved/closed to track that change gets ported to master-2.0.x branch