I’m using WPMU 2.7.
Installed the plugin. Parked the domain so it points towards the same installation. Alias worked fine, but it did not show the correct blog, only showed the default home page.
I then had to edit the database domain_mapping table manually, and change the blog_id to the correct one. All of my domains pointed to blog_id 1 for some reason.
This may help someone out there!