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I find it a little confusing too, I run a mangento store so it might a little different. My ISP says to create pointer domains on the same server. Such as: http://www.mysite.com/ http://images.mysite.com/images/ http://js.mysite.com/js/http://media.mysite.com/media/ here's the link scroll to bottom.

Exactly the type of information I was seeking.  Thanks so much Cyrus!