This should be possible, but it is a little clunky.
If you create a site within the network you want it in, give it a bogus subdomain/folder when you create it. After creation, immediately edit that site, and you will see you can change the url to anything you want, including another domain. WordPress will make it just work.
Notice I said Site, not Network.
Thanks Tom, that look like that will be a no go for me in the short term then. (Time constraints of course.)
I will look into it later when I have time.
Regards,
William.