It took us a while to work out how you grant additional users the Site Administrator permission in WordPress MU. We were expecting this to be in the users page, but actually it’s hidden on the Site Admin > Options page.
However, once you realise where the option is, it’s actually incredibly simple. You simply specify all the administrator usernames in a space separated list, and press save.
On the edit user page you should then see that the users have Additional Capabilities: Administrator displayed.