I've got it working but it's running slow.
I created 2 subdomains and pointed them to the same directory in my server setup.
sub1.domain.com -> /sub1
sub2.domain.com -> /sub1
I installed WP on sub1.domain.com. Added the MU settings and added sub2. After adding sub2 I needed to change the url from sub2.sub1.domain.com to sub2.domain.com.
In your config.inc.php add
define( 'NOBLOGREDIRECT', 'http://domain.com' );
$cookie_domain = '.domain.com';
They all work, accept... it's slow, really slow, it slows down my whole server. All none related sites as well. So their seems to be a problem with the mapping if it's no installed in the root directory of you domain.
No solutions found yet. So Any idea's are welcome.