CDN module - serving files from subdomain - setup
If you are using the Amazon Cloudfront - You are using origin pull cdn in which case you can:


Create an custom origin in there service 
http://aws.typepad.com/aws/2010/11/amazon-cloudfront-support-for-custom-origins.html
Point that url that you get from cloudfront to a cname in your dns info in you admin panel in hosting setup 
Install the cdn module enable it select origin pull and add the mapping the for files  


Then save and you should be good to go 

If you wanted to make an attempt at file conveyor that can be found here 

http://fileconveyor.org/