The problem is that you don't go to iWeb to publish your domain to MobileMe.
What you do is go to iWeb to publish your website to MobileMe and you can get to it by using the url
http://web.me.com/username.
If you have a domain name registered and you want to link the two together, then you need to go to your MobileMe account - log into and then enter your domain name into the Personal Domain name section of MobileMe. After doing this you then need to go to Domaincheap where you bought and registered your domain name - go to their DNS settings and set up what is called a new CNAME forwarding so that you forward your domain name (alias) to web.me.com (host).
This is all you need do and the two should then be linked.
Go and ask Domaincheap if they offer CNAME forwarding and if not, either move your domain name somewhere else like GoDaddy or use ordinary masked or unmasked web forwarding where you would forward your domain to web.me.com/username.