If you have been testing out the beta of WordPress, and are new to the whole concept of multiple sites, you may have noted a lot of the wordpress-mu-specific plugins make reference to the mu-plugins folder.
This is not created by default. You must create it in the wp-content folder.
The “mu” does not stand for multi-user like it did for WPMU, it stands for “must-use” as any code placed in that folder will run without needing to be activated. An actual file has to be there; if all the files are in a subfolder, they will not be read.
You can now see the content of that folder in the backend, under the Plugins menu. When visiting, you’ll see a sub-item called “Must Use”, if you’ve created that folder and placed files within.