i suggest going to a host that allows that. If you do not want to invest any money. I can lend you some space on my server. If you won't have so much blogs on it. You can always post some backlinks to me to pay back :P ICQ if interested.
as you see WPMU works on my host (not very fast, but ok) still building it:
RedHatSlut.com
random blog:
http://partyhardcore.redhatslut.com/
xoxo
