Bah! I thought there was something wrong with the description I gave you, my reading skill seem to have gone south today.
OK, it's not assignment of COS values it's actually using a virtual host name in the url. So, in our example earlier there's a domain1.com which is the real domain the zimbra server is on and you get to that with mail.domain1.com (for exapmly). For the second one domain2.com you have an DNS A record for domain2.com pointing to your zimbra server, when the user uses http://mail.domain2.com he gets directed to the zimbra server and gets the same attributes as if he was logging in to http://mail.domain1.com
In that setup you need to assign the domain2.com as a virtual host in a valid domain, I assume the user should still be able to use short login if you're using an external LDAP or you've modified zimbra to accept just the username (I think that was discussed on the forums a while ago).
Hopefully that makes more sense.