Setting up multi-domain on my WP server

Hi,
So I downloaded the multi-domain plugin. Installed it and activated it.

Now one error is when I add a new domainname to it, it gives me an error

Warning! Wildcard DNS for class3.mis.temple.edu may not be configured correctly!
Unable to contact the random hostname (246531.class3.mis.temple.edu).

Does this matter because I am using subblog setup.
i.e. site/blog.

Secondly after I added the domain, I added a sub site/blog under this domain and when I visit it it just does a redirect to that server.

No what I would like is
I have two domains primarysite.edu, secondary site.edu.
I want to set it up such that they share the menu bars, users and all,

but when
someone visits the main site and clicks on one of the blog links, let say mainsite/blog.
I want it to the display secondary site on the url.

Any idea how I can do this.

Thanks
Manoj