Did you tried followed the tutorial video 9 to create you first slave site or CP-03 or CP-04.
I suspect that you provide a wrong domain name in the definition of your slave site.
When a domain is not exactly written as you have it in your URL, it is consiidered as the master.
The most frequent error is to forget enter a domain with and without WWW
For example enter
www.domain.com and domain.com to be accepted as both slave site corresponding to the same site ID.
Also check that you have installed the patches.