For some reason Google may see your links as un-natural (i.e. created just to improve PR). In that case they may give them much lower priority and that may be why your second site is still on PR0. I suggest you start a blog and write a couple of posts about your site, that should get the PR to rise.
The first site must really have good quality links to it since Google seem to like it a lot (otherwise you would have lost the PR). I suggest you quit complaining and develop a site

. Maybe you should setup a blog at that domain and blog about your second site to spread the PR juice a little bit.
Some experts claim you should look too much at the number after PR, because low PR pages may still show up high in some search results today. In the old days PR meant everything, but it's not sure any more since it looks like Google changed its algorithms.
/Andreas