Well, the thing is that when I log into bbPress and I visit the WordPress Mu homepage, I'm actually logged in and I can post comments in the blog. The only problem is the redirection when going to the admin page. I have to fill in the user/pass info again so it lets me in. When I do that I've seen another cookie is created, and I don't understand why it is not created in the first place if everything is installed and configured correctly.
I intend to use BuddyPress (without forums integration) over there so it would not really be necessary for the users to log into any admin panel, and therefore there would be no problem. Indeed, I was thinking about only allowing users to log in through the homepage, and put a redirection in the forum's login page.
But still, I wanted to solve this thing because I could integrate it perfectly when I was testing... and I don't want any problems in the future with the cookies and stuff.
Anyways, I guess I will have to leave it as that...
thank you for your time and help parkstreet, I really appreaciate it.