Unable to access blob via CNAME URI

I created a storage account and created a public folder (called static). Inside static I pushed one file test.swf. Now from any browser I can navigate to myproject.blob.core.windows.net/static/test.swf and get the option to load or save the file. What is odd though is I set up a CNAME (static.mydomain.com) on my domain to point to myproject.blob.core.windows.net. I waited for DNS to do its magic. I verified (with ping) that both myproject.blob.core.windows.net and static.mydomain.com pointed to the same IP. However, with all this 'sameness' using static.mydomain.com/static/test.swf gives the following error xml back:

<Error>
    <Code>InvalidUri</Code>
    <Message>The requested URI does not represent any resource on the server.
             RequestId:a172a9cf-b60e-451e-9732-b715276b03d0 
             Time:2012-06-13T23:06:44.5477230Z
    </Message>       
    <UriPath>http://static.mydomain.com/static/test.swf</UriPath>
</Error>

Even trying http:///static/test.swf gives that error message. So what did I miss in this process?

Solution

Besides creating a CNAME and pointing it to your "blob storage domain" (representing your storage account), you also need to validate that CNAME by pointing an other CNAME to verify.azure.com.

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You can read all about this on MSDN: How to Register a Custom Subdomain Name for Accessing Blobs in Windows Azure (note that this guide is for the 'old' portal).