You will need to setup your URLs with your DNS hosting company before following these steps.
Login to your Admailr panel and go to Preferences - URL Manager.
Choose the ADD Domain button on this page.
You will then see a popup with the following 3 fields in it.
Ads Domain: here you will enter ads.yourdomainname
Sm Domain: here you will enter sm.yourdomainname
Sm1 Domain: here you will enter sm1.yourdomainname
Choose Save to complete this step. Once you are done you will see your line item added to the URL Manager page with your CNAME entries in it.
Thats it! You're done. That wasn't so hard was it? Let us know if you have any questions.