Strange upload issue

This is a fresh install of wordpress 3.3
I have created Multisite (Subfolders)

So far I have a primary and one secondary site.

I have created a blog on a secondary site and uploaded pictures into the blog, and everything looks good. The pictures uploaded to:
/wp-content/blogs.dir/2/files/2011/12

Now when I try to upload a picture into a blog of a Primary site, I get this message:

Unable to create directory …/wp-content/uploads/2011/12. Is its parent directory writable by the server?

I get the same error message when trying to change header on the primary site, but changing header on the secondary site works.

Are the primary site files not supposed to go to /blogs.dir/ ?