Hi Edwin,
Joomla 2.5.9
JMS2WIN:
Version 1.3.06 - basic
Patches definition Version 1.3.04
Master and Slave are separate domains (not subdomains)

I'm a newbie but getting around JMS surprisingly well It all appears to be working well. I have installed the Multisites Menu Item component on both the Master and Slave sites.
Linking a Master menu item to the Slave menu content works fine. I click on the Master menu item and I am directed to the Slave menu content. Great!
I go from Master URL to Slave URL, but now I want to return. This does not seem to work? When I link a Slave menu item to the Master menu content, I am presented with an error page stating "server could not be found". The URL starts with 'index.php?', not with something like 'h..p://w.w.mastersite.com/index.php?'
It's not a big problem, I can just use 'external URL' as a menu item type to fix this and make my way back from Slave to Master.
However, my question is: I want to create more slave sites. Will this problem arise when linking menu items among slave sites as well? In other words: will Multisites Menu Items only work when set up in the Master menu?
Not sure if this is the culprit, but in the Master site "Use URL rewriting" is enabled (with htaccess.txt renamed to .htaccess), in the Slave site it is not.

Thanks for your help

I have noticed your question and will try reproducing the scenario with master to slave and slave to master menu iten links

The multisite menu item, when it creates the link, it reads the websites that you have specified to get the description of the menu item and also get the first domain declared in a slave site.

Remember that you have to go in the back-end to setup the Multisites Menu Item and provide the URL of the master website.
Perhaps this is the issue and the field is empty.