I've done all this before back before using the MU version. But I am trying on WP 3.0.1 now with Domain Mapping 0.5.2.
Under Super Admin > Domains it has the fields to insert the site id, domain and checkbox for primary. I fill out a domain to map it and nothing happens on this screen. Also no mappings will show up afterwards on the Super Admin > Sites in the Mapping column.
EDIT: Ok will I mapped the actual domain I want to use for a site. My sites are setup with subdomains.
I cannot setup the primary though. I guess if my main site is already using the domain I want for primary I don't have to create a map?