Are you using the stand-alone version of Sites, or the Google Apps version? Depending on the version, you will have a slightly different set of directions for mapping your Site to your custom domain. It is essentially the same process, but there are minor differences in what you have to work with. Keep this in mind for later when I go through the actual process for mapping your Site to your domain.
For example, the URL for a site built using the stand-alone version of Sites is different from the Apps version:
- Stand-alone URL: http://sites.google.com/site/example
- Apps URL: http://sites.google.com/a/example.com/example