As suggested by Fog Creek, I followed the instructions at "How do I point my custom domain at my StackExchange site?" but, now, only mydomain.com points to my SE site, www.mydomain.com points to the default Microsoft IIS7 page.
Have any of you using your own domains found that there were additional steps that were needed in addition to the ones outlined in that post?
Or is this more likely to be a configuration detail that I need to ask Fog Creek to sort out?
EDIT: So, yes, I did need to email, at present they don't automatically give you both yourdomain.com and www.yourdomain.com, with one redirecting to the other, depending on your preference (my preference is to make mydomain.com the canonical version). There is, however, a lot of activity relating to domains going on behind the scenes, they will probably have a much more encompassing default approach to domains by the time the next revision rolls around. Thanks to Scott and Aaron.