Branded S3 Bucket

First you create a S3 bucket that is a subdomain for you.

My main domain is vems.com, so I used downloads.vems.com. You can use anything before the first dot.

Create an S3 bucket with the same name as you want for your subdomain

After you create your bucket, it should show up in your list of buckets like this:

Show your S3 buckets. The new one will be in the list.

Second you go to your domain registrar (Godaddy, Tucows, or whomever) and edit your DNS Zone file. Add a "CName" which is sometimes called an alias. In my example, I added the CName "downloads" and it points to s3.amazonaws.com. The CName MUST match the first part of the S3 bucket name for this to work.

DNS Zone File

Add a DNS record

Add your CNAME record

Save your CNAME change permanantly

CNAME now in the list

Third, wait a bit for the DNS changes to take effect. Between 1 and 24 hours is typical.
Fourth, enjoy a branded S3 bucket.