This is NEW information
Wait, wait. Sorry if I wasn't clear. What happened is: I created a network using subdomains the first time, but saw that I had to setup domains and thought it would be simpler to start with subfolders, so I changed it. I had very similar problems to what I am describing now, but since I made those changes I thought the installation could be messed up so I erased it completely and created a FRESH installation from scratch with subfolders. But it didn't solve the problem, so I came here and posted this messages describing the problems I'm having now, with the clean install with subfolders.
I clicked the "edit" link, the box you mentioned was already checked, I saved it, but nothing changed =/