Stand alone domains within one installation of WPMU

I have WPMU installed now (got a guy in oDesk - really quick!). What I want to know is can you install a standalone domain within the site admin? eg. Say domain is http://www.mysite.com and you want to add www. anothersite.com ... can this be done or is it only sib-domain capability eg. http://www.happy.yoursite.com

Cheers
Judie