One database, one main installation (shared modules, themes) -> many websites on different domains
To say less words and to be more clear, I've made a scheme of system, that I want to create.
If you've already made the same system, please, share your knowledge, and describe, how you did it.
If you just know how to do it, sure you are welcome to write as well.

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Have you had a look ad
Have you had a look ad organic groups?
DA or normal nultisite
Take a look at the Domain Access family: http://drupal.org/project/domain
Between DA and Domain Prefix, most of this work should already be done.
But what you describe sounds like normal Drupal multisite behavior. See http://drupal.org/node/43816 and the instructions in INSTALL.txt.
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http://ken.therickards.com/
I've tried
I've tried http://drupal.org/project/domain and http://drupal.org/project/virtual_site, but they didn't help.
There is also a problem - I am not allowed to modify DNS records.
Is description here http://drupal.org/node/43816 OK for Drupal 6?
Maybe I'm missing something
Maybe I'm missing something but can't this be done using the native Drupal functionality by using table prefixes and mutliple folders under the /sites folder? That's what I've done. I have one database and one codebase. Each domain uses its own table prefixes and sites/domain/ folder (and thus its own settings file).
This lets me maintain one code base (modules and themes especially) but individual content bases - all using one database.
Looks something like:
/drupalcodebase.com/
subfolder => sites/all
subfolder => sites/default
subfolder => sites/first-site.com
subfolder => sites/second-site.com
subfolder => sites/third-site.com
As for not being able to modify DNS records, you have to at least be able to point the domians to your main install which should be all you need to do.
I guess it could but 200-500
I guess it could but 200-500 domains is a lot to click for all settings
When you maintain 200-500
When you maintain 200-500 site's i presume you can write a script for that ...
I think what he's getting
I think what he's getting at, would be an automated script for some sort of account creation, where the users get their own subdomain of the site.