creating a WP blog for another domain I own

I am hosting with pSek and my url is I can add sites easily and they are mapped to subdomains under my main domain.

I also own other domain names and I would like to install WP for each of those domains. I know I can use the domain mapping plug in... I am still trying to decipher the installation and set up instructions.

How do I go about it?
Do I have to go to my hosting panel to add on the other domain, and then use the domain mapping plug in? or do i only have to use the mapping plug in?