I've configured everything in the plugin. I've tested the images on the CDN and they work fine.
However, when I enable the plugin, Super Cache starts using this url http://chicagophoenix.com/d18l6vcvyycasf.cloudfront.net/wp-content/blogs.dir/2/files/2012/07/cplogo-siteupper-fa12d.png
for images, instead of the CNAME (http://cdn.engn.us/wp-content/blogs.dir/2/files/2012/07/cplogo-siteupper-fa12d.png) or direct cloudfront url (http://d18l6vcvyycasf.cloudfront.net/wp-content/blogs.dir/2/files/2012/07/cplogo-siteupper-fa12d.png)