Thank you, andrewf. Could you please tell the chaps in support about this?
I spent quite a few hours tearing my hair out to experiment with a poor man's CDN by using CNAMES to point subdomains back to the original domain (e.g. static.example.com -> example.com). I kept getting the dreaded [font=Courier]bad_httpd_conf[/font] page. I clicked the button to force the DNS changes to repropagate and waited and waited. I finally contacted support, told them what I was trying to do, and they just said 'well, it looks good from here'. And the strange thing was, it would work from within DH. I could type [font=Courier]$ lynx http://static.example.com[/font] and it would work fine from my shell account, but not from anywhere outside of DH.
After reading this post, I found that you can create a poor man's CDN by creating a subdomain and hosting it in the directory you wanted to point to. So, for [font=Courier]static.example.com[/font], the directory to host it in is [font=Courier]/home/username/example.com/static/[/font]. Basically, this tricks the user agent to initiate more parallel downloads because there's a limit of 2-6 (depending on the browser) parallel downloads from the same domain.
It requires a small amount of code tweaking because it seems that DH is implementing this through a hidden [font=Courier].htaccess[/font] file or something, so some paths will not return what you would expect in PHP, but it's not to hard to get around it.
The unfortunate result, however, is that after all the time I put into it, various benchmark comparisons seem to show absolutely no improvement in page load speed and in some cases, it seems to actually increase page load times by a very small and insignificant amount (<100ms).
Granted, my pages for this test are not incredibly complex (~20 items in total), so it was mostly just an interesting test. I might try it on a blog which has a lot of pictures... Apparently Drupal has a CDN plugin which you can configure to point to a subdomain using this technique (or with CNAMEs).