I'm having the same problem, and my blog also is mapped to my own domain--however, the preview feature <i>did</i> work normally for a while; it was only after WP changed its functionality (from the old Save and Preview button, or whatever it was) that the problem started.
The same problem occurs when trying to access a preview through the interface you mentioned, timethief; you can edit the draft by accessing it that way, but you can't <i>preview</i> it. It's as if you can't view a WYSIWYG copy of your draft until after it's published, which seems to miss the point of the whole preview feature altogether.
I've tried in both IE and Firefox. Same issue.