Multiple aliases with single login I have three domains that are pointing to the same website like this:

example.com
example.org
example.net
All of those work from the same db. 
But If I login to the example.com website and then go to example.org I have to login again.

The second question: 
If I'm logged in example.com and then go to www.example.com I have to login again! 
Is it a server that misconfigured or what should I do?
If you want a simple solution I can suggest what I did before is to redirect both domain.org and domain.net to domain.com using .htaccess redirect rule then all users will be reffered to domain.com first and then log in once there.

You need something like that in .htaccess (or simillar in your httpd configuration file):

RewriteCond %{HTTP_HOST} ^(www\.)?domain\.com [NC]
RewriteRule ^(.*)\.html$ http://domain.com/$1.html [R=301,L]


Or do you need more complex set up and have separate 3 domains with single sign on ?
Then try to use Domain Access module (http://drupal.org/project/domain).