CNAME setup should work on free CF accounts just fine. It must be done through cPanel though since it uses our nameservers instead of theirs. You won't even see mention of it on their website. I don't know much about it though since I use full zones myself (much more powerful and flexible if you don't mind the nameserver dance to add domains). To set up both domains on CF, you just treat them as if they weren't related. CF doesn't know they're on the same account or how they're added, and couldn't care less if it did. It just needs to know they're both hosted here. Set the addon domain to our servers and add it so it works (you've done this). Now go back to CF's website, and set up CF just like you did for the main domain. Create a zone for it, copy the DNS settings, then change the addon domain's name servers.