Which plugin?
You should start by looking at the WPMU Support first:
http://codex.ww.wp.xz.cn/WordPressMU#Support_and_Installation
Judging by the tag, the Automattic Stats plugin. Yes, I use the plugin on my own WordPress MU 1.2.5a installation, and it works fine.
Sorry that wasn’t clear (I had just followed a link from http://ww.wp.xz.cn/extend/plugins/stats/faq/) but yes, the question is about the WordPress.com Stats plugin.
Jeremy, can you tell me where the plugin goes? /plugins/ or /mu-plugins/ … and did you hard-code a API key to make it work?
I just tried it out. Place it in the MU-plugins folder. Its activated !
You can use it. All your users has to get a API key to work.
De-Activated now. I don’t want my users to run around. They are fat and heavy.