I am having the same problem as Brevica with WPMU 2.9.1 and bbPress. Integration just isn’t working properly. The cookies being generated are fine, but nothing in bbPress works as it should. Specifically though anyone on the WPMU site can login, their roles do not map. The result is that no one has “keymaster” access to administer bbPress. All of this is being done with a fresh install of both WPMU and bbPress.