In .htaccess I replaced the line
RewriteRule ^(.*/)?files/(.*) wp-content/blogs.php?file=$2 [L]
with
# uploaded files
RewriteRule ^files/(.+) wp-includes/ms-files.php?file=$1 [L]
and it’s ok now with the URLs like:
your-mu-wordpress-blog.com/files/2010/09/filename.jpg
Thank you ipstenu