Here is what blogspot says to do
1. Log in to your account on your hosting service's website, and go to the DNS management page.
Since CNAME records are special Domain Name Service (DNS) records, they may be in sections such as DNS Management or Name Server Management. It's possible that you will have to enable advanced settings to create a CNAME record.
2. Delete existing CNAME entries for the address you want to use with your blog.
Before entering a new CNAME record to point to Google, you should first delete any existing entries for the same alias. If you plan to transfer an existing web address to Blogger, you may want to copy any content currently at that address elsewhere first.
3. Use the information in the following table when you create your CNAME record.
If your service requires you to enter server information directly into the DNS tables, the entry below needs to have a type CNAME associated with them.
Host Name/Alias
www
Value/Destination
ghs.google.com
So I went in and tried that and it says that I can only have 1 entry by any name ( I guess with the www) so I left out the www and tried that and it says CNAME can only be used for subdomains!