No.
In Joomla 1.5.x, there is a patch that allow creating the "cookie domain" parameters.
So if you can not login in a slave site, verify that the first domain that you defined for the slave site is the one that you are using to login.
When you have several domains defined in a slave, only the first domain of the list is used for the "cookie domain".
Also check that you are using the latest JMS version. The current one is 1.2.50.
If you don't know how to get the latest one, see the FAQ
www.jms2win.com/en/faq/faq-joomla-multi-sites#cat-122