I have resolved the issue commenting this line into mu-plugins/sunrise.php:

//die( ‘The constant “COOKIE_DOMAIN” is defined (probably in wp-config.php). Please remove or comment out that define() line.’ );

This check is not good because if the constant “COOKIE_DOMAIN” is not defined, will be defined into wp-settings.php

(I am using WordPress MU 2.9.2)