WordPress MU

I have successfully installed WPMU with domain parking.

The thing is whenever a user log in at mainmusite.com, he doesn't seem to be logged in at parkeddomain.com.

I notice that at WP.com if I already logged in through the main site, I'd appear to be logged in whenever I view their VIP blogs e.g. GigaOM, WWD, etc.

I look at how cookies are saved into my browser. When I logged in at WP.com, it will add all the cookies for that site. When i visit the gigaom.com for instance, cookies using that domain name are saved automatically. Hence, I dont have to log in again at gigaom.com to comment.

Have anyone else figured out how to do this?

I have looked around at this for quite some time and I think it difficult because I believe the cookies are setup as .wordpress.com as all the domains running on wp.com also are administered as their corresponding username.wordpress.com/wp-admin/

While some have hinted at how to do this, I gave up on it but would love to have the same thing on my install with domains being served but the entire backend is the subdomains of the main WPMU install.