Lost password link in WPMU installations

How can I set the lost password link so it's the same as my site URL and not MyNetwork URL?

Eg. when i click on the lost password link on http://www.mysite.com the link is http://www.mynetwork.com/wp-login.php?action=lostpassword

Use WP3.61 and uses DomainMapping plugin

All the best
.mange