I have created a java application on http://wso2.com/. they have assigned a custom url
http://roaster.techgeeks.wso2apps.com
I tried to add me own domain name. but I always get "Fail to verify custom URL. " error.
How do I configure my domain to point to this application. do I have to set DNS or CNAME, if yes, what are they?
PS: do not ask to set url redirection. ;)

This document explains how to configure your own URL for the apps hosted in WSO2 APP Cloud. This should answer your questions..