Double Log In Issue

I have been searching for a solution to my double log-in issue and finally am resorting to the forum. Version wise, everything is up to date, wp3.1, etc.

Here's what's happening.

If a user logs in from their own site ( they are logged into their site and taken to their dashboard. If they then visit the main site, they are not logged in and have to re-log in to have access to the main site.

If they log in on the main site ( they are re-directed after logging in to log in again as it forwards them to their dashboard.

People keep thinking they typed their info wrong since they have to re-log in twice.

We are using Multiple Domains plugin and I do have Single Signon enabled btw.

Thanks in advance for your help!