I was having the same problem, then sambauers told me this:
You can either define the COOKIEHASH in WPMU or define each cookie name individually in WPMU
The COOKIEHASH is the letter jumble part of each cookie name after the last underscore.
So, put define(‘COOKIEHASH’, ” ); in your wp-config file, and place the cookie hash between the single-quote (I found this by viewing my cookies after logging in through the brower and taking the alpha-numeric string following the wordpress_
I saw something like this:
Make any sense?