optimizing my multisite for page speed have question on cookies

Hello! Ok, I have one other question in the queue regarding other issues. But, I didn't want to lump them all on the same thread. I have a multisite, buddypress, pro site with several active sites on the application.

Of course I load the plugins through the network, but, am configuring each individually - in otherwords not network activating.

I am getting very close on 1 site. But the Yslow results for gtmetrix keep talking about the "cookie free domain".

I just tried to open an account with CloudFlare through my host. Got all set up and started to activate sites. I was not allowed to due to the fact that most of my sites have a domain mapped to them. For some reason they don't like that at CloudFlare and as a matter of fact the live chat person told me they don't work with multisite. So that is not an answer for this problem.

I ran across info on this site:

specifially item: 1
"WordPress happens to have a provision to enable this feature.

You need to set below two constants in your wp-config.php file.

define("WP_CONTENT_URL", "http://static.yourdomain.com");
define("COOKIE_DOMAIN", "www.yourdomain.com");
Please make sure that you have used "bloginfo ('template _directory')" to load your static content in theme files.

After this, Please make sure that you have used "bloginfo('template_directory')" function to load your static content in theme files.

For more information on how to setup the Cookie Free Domain for WordPress, look here."

My question s are:
1) does that code go on every site, or on the network?
2) if so, where do I put it,specifically
3) if no, do you have suggestions on how /where I put it on each site?

Thanks in advance! Linda @iempoweru