1. IF you are windows user download Putty and Log in to your server via SSH protocol.
2. I expect you know how to use Putty!!
3. Download wordpress mu in your server

wget http://mu.wordpress.org/latest.zip

4. Execute the LS command to ensure that the file is there and ready to be unzipped.

LS

5. Extract the archive with unzip latest.zip

unzip latest.zip

6. You’ll need to copy all the files from the “wordpress-mu” folder to the current directory. Because wordpress-mu comes packaged into a “wordpress-mu” folder.

cp -rf ./ wordpress-mu/* ./

This command will recursively copy all of the files and folders from the “wordpress-mu” directory into the current working directory.
Six easy steps will save your time especially if you are using dialup or any show connection.