MySQLs that running in M-M mode can be devided into two pairs of Mast-slave. When you do operation, please be sure that, any piece of insert, update, alter or some other sentences should not be missed.
So, take care of your operations and keep in mind that what you exactly do.

Some typic errors here[keep updating]:
080519 11:55:07 [ERROR] Got fatal error 1236: 'Client requested master to start replication from impossible position' from master when reading data from binary log
When the slave side started at a wrong bin-log file, or at a wrong POS, you'll face such error message in mysql's error logfile.
you need log to master side and run 'show master status'
Code:
mysql> show master status\G
*************************** 1. row ***************************
            File: mysqld-bin.000002
        Position: 3319
    Binlog_Do_DB: phmg,phmg
Binlog_Ignore_DB: mysql,information_schema,mysql,information_schema
1 row in set (0.00 sec)
to get the right bin-log file and the right position, then, go to slave side, to modify master settings:
Code:
mysql> CHANGE MASTER TO 
MASTER_LOG_FILE='mysql-bin.000002',
MASTER_LOG_POS=3319;
DONT forget to run "slave stop" before you "change master".
And finally, run "slave start"; everything will go fine!

Another TIPS:
If I changed /etc/my.cnf and add new DBs for replcation, how can I do to make the changes take effect?
I just googled, and to reboot mysql instance should be the way for you, it you have other better method to get rid of reboot mysql, please inform me, cheer!