Brion, I did some digging and found that using session.cookie_domain by setting it to the main domain '.sourceforge.net' will automatically make the cookie valid for any XX.sourceforge.net server. I found $wgCookieDomain in DefaultSettings.php and set it in LocalSettings.php. This seems to work, and eliminates my other problem of not being able to do admin tasks from the web. Unless there are any issues with this method, it seems a bit better than a directory in the project space.
Thanks so much! -JW