How do I set up a WordPress MU site using multiple databases? The site will become very large if it's all on one database.

I don't want to use sub-domains, but would rather the set up be www.domain.com/1, www.domain.com/2 etc. I can do this with new wp installations for each - but I go through the home wp site, create a page name 1, then go to Cpanel and create the 1 folder with new setup of WP - this all works, but is this proper?