Getting domains working in WPMU

Wordpress MU is a superb tool, if you host lots of blogs on separate wordpress installs I highly recommend it, but if you host a few blogs on seperate domain names then you may come into a problem.

All is fine when you enter in the blogs domain name, you can browse it and it looks good until you try to login and you get a cookie error.

Well last night I  went through all of this and will post the howto get around it on here a bit later,