MongoDB: Should I combine fields for performance in limited circumstances
Without combining the fields in your data set you could just create a compound index using both.  No changes to your data necessary.  To do so, just create the index like so:

db.collection.ensureIndex({"user" : 1, "domain" : 1})


Docs are here:

http://www.mongodb.org/display/DOCS/Indexes#Indexes-CompoundKeys

Once you have created such a compound key it essentially makes an index on the leftmost element (user in my example above) redundant, and so an index on user (if it exists) could be removed.  

Don't forget that the query optimizer only runs every ~1000 queries, so you will have to hint() the index to make sure it is used if you are testing it out.