Ah Mr Baaps, we meet again.
A few thoughts on this one, but probably nothing you haven't considered:
I had this problem for a few days and then it just went away. It was a server error that presumably a reset fixed. (Maybe a different issue for you).
Suggest checking your error logs or getting the server reset.
Also, double check the plugin uploaded properly (i.e. all the files upload). And possibly you may have a corrupted file in your download. Perhaps re-download and upload afresh.
Also, make sure the domain location in your DNS setup is pointing to the same location as the Mu install.
Inside Mu, go to 'Sites' and for each domain ensure the path is set to: /
Leaving the path blank doesn't work.
If all that fails check your domain is working. Enter some code like this at the start of your index file, comment out the rest of the code, and then try your domain & subdomain:
$vdomain = getenv("HTTP_HOST");
if ($vdomain=='MrBaapsNewDomain.com')
{echo 'If you can read this then the problem is not Mu or a Mu Plugin. If you can not read this and your main Mu domain works the problem is the Mu plugin'; }
Failing all the above, I suggest posting your problem to the plugin author: http://wpmudevorg.wordpress.com/project/Multi-Site-Manager
Let me know how you go.
Shane.