Making any custom settings to your custom domain, beyond what is done by the "Buy A Domain" wizard, involves the eNom / GoDaddy Domain Manager. If you bought your domain on your own, you might have chosen eNom, GoDaddy, or any of dozens other DNS hosts / registrars. Each domain manager will be different.
Once you're in the domain manager, what do you do? GoDaddy provides a lot of settings for managing your domain. eNom, the alternate Google partner in custom domain registration, has a Domain Manager that's similar only in result. Any other DNS host will have something still more different.
You may get to the Domain Manager directly (using a bookmark). If you bought the domain using "Buy A Domain" or Google Apps, you can alternately use the Google Apps "Advanced DNS settings" wizard. My domain is hosted by GoDaddy, and I bought it using "Buy A Domain".
Having entered your userid and password, successfully, you are presented with the "Domains" menu. Here you will see a list of your domains. Select one, by clicking on the link in the name.
This takes you to the "Domain Manager - Domain Details" screen, for your chosen domain. As of 2010/11/01, you'll see a menu bar, right in the middle of the screen. One of the buttons in the menu bar will be Forwarding. Click here, to setup a "301 Redirect". You may have a submenu, offering a choice to "Forward Domain" or "Forward Subdomain".
At the bottom of the screen, in the middle, will be a section labeled "Total DNS", with a "Launch" link. Click on "Launch", to setup "A" / "CNAME" referrals and other DNS control records.
If you're setting up a new domain, you'll use "Total DNS", and one or more "A" / "CNAME" records. If you're adding aliases to an existing domain, you can use either "Total DNS" or "Forwarding". While "Forwarding" has its place occasionally, 99% of the time you'll be using "Total DNS" for adding aliases.
Here, you may wish to peruse my other tutorials. Also, see (corrected) GoDaddy instructions, for setting up a custom domain.