Troubles with local installation and subdomains

Hello,

I’m using a XAMPP distribution on my local windows XP.
I have created 2 virtual hosts for 2 different subdomains, if you wonder why I have done this, it’s because I have eventually to reproduce the same environment on the production machine.
I have then myfirstsub.domain.it and mysecondsub.domain.it.
I have then installed a fresh version of WPMU 2.9.1 on myfirstsub.domain.it. It looks like WPMU supports it and it doesn’t complain indeed.
The blog then works properly and as admin, using the dashboard, I have created a second blog.
Here the troubles start. First of all WPMU assumes that the blogs are always installed on a subdomain of the main blog. Right and what about if the main blog is already installed in a subdomain?
So when I create mysecondsub, something like that is actually registered:
mysecondsub.myfirstsub.domain.it.
Not too bad though, since right after I changed the url still using the dashboard. After I have done it, mysecondsub.domain.it works properly, thing is, that I can’t login in.
I tried to debug, but I’m not good enough and actually I don’t know which strategies are best to debug.
Yet I think that WPMU should be more verbose on errors when things like that happen. There is something wrong with the cookie generation almost by sure, but WPMU keeps redirect me to the login page, so there is no chance to understand what is going wrong.