What I've done is the following:
1. Extract the openid to wp-content\mu-plugins\
2. Restart Apache2.0.59
3. In WPMU, there is no need to activate the plugin.
4. Visit a new blog created and tried to comment on it.
However, I can't see the exactly image with the one on http://wordpress.org/extend/plugins/openid/screenshots/ . What I can see is an image without "OpenID Enabled".
Kindly advise what is wrong.