Some users were able to use Classipress with MU but it might need some modification. Just take note that support will only cover the original layout and configuration.
Please help our moderating team work more efficiently by not sending us support questions via PM. You can read more about how AppThemes support works here. However, you can send a PM to follow up and remind me if I missed your support request/thread.
Technically, MU has been replaced with the feature built in to WordPress 3.0. You can read more about it here, specifically the create a network link will explain how you set everything up.