Step 1: Login to your blogger account. Go to settings, publishing.
Step 2: Click on custom domain, Select switch to advanced settings.
Step 3: Enter your domain name at the your domain field. Use URL format without the www. Select no from use a missing file host question. enter the word verification and select on save settings.
Step 4: After saving, change URL format and add the www. in your URL and save settings again.
Step 5: Modify DNS settings in your server, see http://www.google.com/support/blogger/bin/answer.py?hl=en&answer=55373 for more information on how to edit your DNS.