For anyone interested, I managed to get a column in the address_book database working for the SITE_NAME. Simply add to includes/modules/YOURTEMPLATE/create_account.php before:

zen_db_perform(TABLE_ADDRESS_BOOK, $sql_data_array);

ADD THIS LINE:

//Multisite Module - Add the order_site in the order table
$sql_data_array['site_name']=SITE_NAME;
//eof Multisite Module

This will let you know where your customers are coming from. I have Multisite Module installed on 4 sites using 1.3.8a.