Step 1 here would be to set up a Fully Hosted placeholder subdomain, just so you have access to DNS for your domain. Once that's done, go to Domains -> Manage DOmains and click the DNS link next to your entry. Scroll down a bit until you get to the Custom DNS record section. Type in www for for the name, CNAME for the type, and domains.smugmug.com for the Value.
You can try their A record entry, but that might be uneditable here.