Site loading twice. Because of MU Domain Mapping plugin redirect??

Whenever I visit a site on my WordPress Multisite that has a domain mapped to it, it seems as though the site gets loaded twice. Everything gets loaded twice: the header logo image, the css stylesheet. It gets loaded once from the mapped domain, and once from the main multi-site install base domain.

I am using the WordPress MU Domain Mapping by Donncha, found here: http://wordpress.org/extend/plugins/wordpress-mu-domain-mapping/ , which I know is not supported here, but I'm hoping someone can help.

I only discovered this when doing a speed test at Pingdom.com Here's a link to that log: Pingdom Log

Here are my questions:

1. Is this the way this plugin, or domain mapping in general is supposed to work?
2. If so, sites that map domains in this way take a serious speed and bandwidth hit. Is there anyway to speed this up and/or reduce the double bandwidth utilisation?
3. I'd like to remove Donncha's Domain Mapping plugin so I can install WPMU's Multi-Domains 1.06 plugin to get support on it here. None of the sites that are currently mapped are live, so other than de-mapping all of my sites while I make the change, are there any drawbacks to removing this plugin?
4. How do I safely remove this Domain Mapping plugin (and/or MU plugins in general)?

Thank you in advance for any help you can give me.

GS