Multisite not working: "Warning: An existing WordPress network was detected"

I want to setup two different WP sites:

And they have to support Single Sign-On, so once a user has registered on one of the sites, visiting the other one should get him automatically logged.

This has been discussed previously here

But I can't even start to test the Multi-Domains plugin ( because I can't even set up the multisite WP.

What I've done:

1) Deployed a Debian 6 image on a new Linode 512 VPS

2) Installed Nginx, PHP5-FPM, MySQL

3) Downloaded an installed WordPress 3.5 (the Spanish version, though this shouldn't make a difference)

4) Edited wp-config.php to add the needed

/* Multisite */
define('WP_ALLOW_MULTISITE', true);

As shown on the WordPress Codex (

5) I get the Network Setup option on my dashboard, so I go there, select subdomains (not subdirectories, although I've tried also this).

6) Once I save the configuration and reloaded the page, it asks me to add a few more lines to the wp-config.php file as expected:

define('MULTISITE', true);
define('SUBDOMAIN_INSTALL', true);
define('DOMAIN_CURRENT_SITE', '');
define('PATH_CURRENT_SITE', '/');
define('SITE_ID_CURRENT_SITE', 1);
define('BLOG_ID_CURRENT_SITE', 1);

7) I reload again the site, but the network setup page gives me a "Warning: An existing WordPress network was detected".

8) I try to log out and log in again to see if something has changed, but no luck.

Notes: I've edited the Nginx configuration file for my site, on /etc/nginx/sites-available/ adding the rewrites that correspond to the .htaccess on Apache, as shown on this post:

But even with all that changes, I can't get the process to go further than that. I've checked the database and the new tables (wp_blogs, wp_blog_versions, etc) are there. If I drop them, the network setup shows me again the option to select subdomains or subdirectories but I go over and over to step 7). I've uploaded a screenshot of that message here:

I think all the problem lies in Nginx, but I think everything should be fine. The config file for Nginx site is this one:
With the server name changed.

Any ideas??