It should be pointed out that Wordpress MU was the older version of Wordpress (pre 3.0).
It is now called "Multisite" and is a standard part of the Wordpress 3.x download.
I mentioned this only because there is little to be found on this forum or in the document that really steps a person through the process as it pertains to a multisite setup. So when searching also try Wordpress MU, multi-user, WPMU and the list goes on.
TroyD