It sounds like you have set up your CDN slightly wrong.
After setting up a few like you have I realised that I was actually making a complete duplicate of the site rather than just the images or assets
I imagine you have your origin directory for the CDN in the public html folder.
Create a subdomain, set that as the origin.
Eg.. I'm working on this site at the moment: http://looksfishy.co.uk/
I have a subdomain called assets: http://assets.looksfishy.co.uk/
The cdn content: http://cdn.looksfishy.co.uk/
Files uploaded here:
http://assets.looksfishy.co.uk/species/holder/pike.jpg
Displayed here:
http://cdn.looksfishy.co.uk/species/holder/pike.jpg
Check the ip address on them.
It does make uploading images by ftp a bit of a faff, but does make your site better