I found that my domain name provider allowed me to do a URL redirect from http://mysite.com to another url, but unfortunately it didn't let me redirect http://mysite.com to http://www.mysite.com.
I found that it would however let me redirect to http://www.mysite.com/home though, so I've done that. From www.mysite.com/home, I could have done a redirect to www.mysite.com, but I'm not that fussy :)
I think that in my original question, my browser might have been caching things, so when I was playing around it wasn't responding properly. A reset of my history or a ctrl+F5 helped the second time around.
The first answer provides pretty good instructions on the google apps side of things but the link provided really threw me off with the instructions about setting up stuff at dyndns.com (which seems really strange to me). I only needed to touch google apps, and my domain name provider.
Google has some doc as well which I found http://www.google.com/support/a/bin/answer.py?hl=en&answer=61057
Thanks for everyone's help :)