I've been following instructions on the Azure site to add a CNAME to point to my Azure website. I have had some problems getting it to work and there seems to be some contradictory information in some of the posts.

I have my website running in "Shared" mode, which according to the Azure instructions supports custom domains and indeed it seems to allow me to manage domains. But some posts seem to indicate that I have to run in reserved mode. Can anyone confirm this?

Also, some posts seem to indicate that I need to add the CNAME in the Azure management portal, but I cannot find where this is. Any help appreciated?

I don't really understand A records and CNAME that well. My DNS provider allows me to add both. Do I need to change both? Currently my A record points the "root" to the IP address that Azure gives me and the CNAME points www.mydomain to the Azure website host mysite.azurewebsites.net. I have left them for a while to propogate and nothing seem to happen.