barcodes

I started installing some wp blogs yesterday. I thought I would try doing t using wordpress mu which I haven't used before so I am curious if I have done this wrong or if I just misunderstood how this works.

I saw a post not too long ago where someone wanted to be able to manage their wp sites, someone mentioned just using mu. I have my main site admin with a drop down showing the other blog sites. When I click one and hit anything it takes me (same window) to that sites login page. Once I log in, there is no more menu with sites.

I am assuming I am missing a step as it doesn't seem all that functional the way it is now.
Any advice?

Thanks