Help with multiple domain structure

I am interested in installing WP MU but I would like you to help me suggesting the best structured way to do it.

Right now I have the WP installed already in several of my domains. (these installations were made several years ago.)

For example:


I also have WP installed in:

These sites are indexed in the search engines and also have traffic coming to them everyday

I want to have a WP MU installation so it would be easier to manage all plugins and upgrades to new versions of wordpress.

I am planning on installing WP MU on another domain. For example

How do I do it?

I want to continue to keep separate individual urls so I dont confuse my customers.

Thanks for your help