Custom domain gives error 400 with Azure CDN

I'm trying to access my content on my Azure CDN via a a custom domain (cdn.mydomain.com/pictures/logo.jpg)

But I get an error 400:

<Error>
    <Code>InvalidUri</Code>
    <开发者_如何学运维;Message>
        The requested URI does not represent any resource on the server. RequestId:8fa9ea29-e46f-4053-a902-5707d19e1520 Time:2011-05-13T09:40:08.3459953Z
    </Message>
    <UriPath>http://cdn.mydomain.com/pictures/logo.jpg</UriPath>
</Error>

However, when accessing through the URL given på Azure (accountname.blob.core.windows.net) things work perfectly.

The storage is created a few weeks ago, and so is the custom domain. I've created a CNAME and pointed it to accountname.blob.core.windows.net.

How to show content from my custom domain?

EDIT: I tried pointing my custom domain to xxxxxxx.vo.msecnd.net. Now, all I get is a blank page. I can't seem to figure out where to point my custom domain. No matter what, I end up with a http error 400.

I have not used the Azure CDN, but I suggest you verify that your CNAME is set up properly. Try dig your DNS name and check that it includes something like

;; ANSWER SECTION:
cdn.mydomain.com.   7200    IN  CNAME   accountname.blob.core.windows.net.

Have you followed the CName mapping instructions in http://blog.smarx.com/posts/using-the-new-windows-azure-cdn-with-a-custom-domain ?