I've tried about 3 times to make this work now.
Let's say my main site is http://www.first.org/. I have an SSL cert and have FORCE_SSL_ADMIN working happily.
Unfortunately, they don't work. They only get me to the secondary site when I access them via https:// rather than http://.
If I go via http, the second.first.org and http://www.second.org variants simply put me at http://www.first.org, not the secondary blog. And via http, the http://www.first.org/second/ variant simply gives me "Not found".
Any ideas? :) Much appreciated.