According to both
I don't see a CNAME record for blog.wildliliesjewelry.com. Can you ask Volusion to make sure they did it properly? If they say that they did, can you ask them to show you verifiable evidence of that?
Once they've set it, all you need to do to set your primary domain is simply to select the box beside "blog.wildliliesjewelry.com" and then click "Update Primary Domain" on this page:
You don't need to pay again, as you already have paid, as you said.
volusion said I do not need the WordPress domain because I have the Volusion Domain.
just to be clear, you are not getting a WordPress domain, since they are correct in that you already have the domain registered with them. What you are getting is the ability to use blog.wildliliesjewelry.com with your WordPress.com-hosted site.
I hope that makes things a little clearer. Let me know if you have more questions, otherwise I will wait for confirmation that Volusion created the CNAME for you, and I'll check to make sure that they did before assisting you in updating your primary domain.