Sites not loading as expected without sub-domain

Hello,

I'm new to this particular plug-in, so maybe I am overlooking a setting, or perhaps this is a product limitation.

I successfully setup mutli-site in a new installation, installed the Multi-Domains for MultiSite plug-in and made a second site. I setup the domain global DNS with a wildcard as instructed. The wildcard is green ("available") under the multi-domains control.

The issue: If I navigate to the site directly by entering http://www.NEWSITE.com, it loads as expected (by showing the content of that new site). If I navigate to NEWSITE.com, it loads up my initial wordpress site instead (almost like a redirect, by replacing the domain name with my initial network site in the addressbar).

Is this a product limitation, or am I doing something wrong?

Thanks!