Missing or invalid site address


I have installed Multi Domains plugin on my domain http://www.splyte.com for testing purposes but when I am trying to create a new MU site for another domain e.g. http://www.onenationmovement.com it says "Missing or invalid site address".. it is asking for a directory... but I want new MU site to run on the root of 2nd domain, please help me do this..

Thank you