Well after a long comedy of errors, I got a localhost running offline under Windows, and I got MU installed - even though I couldn't do much.
I'm trying to mirror my live site so I can test things before an upgrade, so I've restored a backup to my localhost install. Now I get "No WPMU site defined on this host."
Any ideas? I've just about run out of brain power. It all looks so simple typed out like that, but it's taken me so long so far (2+ hours today alone) because of stupid user errors (yes, mine) and it's incredibly frustrating.