How to implement VaryByCustom caching?

I'm trying to implement functionality to cache certain pages depending on the host. This is because I can have multiple versions of a page which have the same parameters, and where the only difference in terms of a request is the host that is being requested.

So, for example these two URLs will request the same page, but they are styled differently:

http://www.a.com/something/specific

and

http://www.b.com/something/specific

I'm going through the example outlined here:

http://msdn.microsoft.com/en-us/library/5ecf4420%28v=VS.90%29.aspx

but it's not making sense to me.

I've added this to my global.asax:

public override string GetVaryByCustomString(HttpContext context, string arg)
{
    if (arg == "host")
    {
        return "host=" + context.Request.Url.Host;
    }

    return base.GetVaryByCustomString(context, arg);
}

and the example states "To set the custom string programmatically, call the SetVaryByCustom method and pass it the custom string to use", with code similar to the following:

Response.Cache.SetVaryByCustom("host");

The problem is I'm not sure what to do with this. I've added the previous line to MvcApplication_EndRequest because it seems like it makes sense, but I don't think this is right because when I set breakpoints in GetVaryByCustomString they never get hit.

Can somebody please tell me what I'm missing here? Or if I need to do this differently?

Edit: RE Darin's answer below, I'm already decorating my actions with:

[CustomOutputCache(CacheProfile = "FundScreener")] // or similar depending on the action

where CustomOutputCacheAttribute is defined as:

[AttributeUsage(AttributeTargets.Method, AllowMultiple = false, Inherited = true)]
public class CustomOutputCacheAttribute: OutputCacheAttribute
{
    public override void OnResultExecuted(ResultExecutedContext filterContext)
    {
        AddLabelFilesDependency(filterContext);
        base.OnResultExecuted(filterContext);
    }

    private static void AddLabelFilesDependency(ControllerContext filterContext)
    {
        IConfigurationManager configurationManager = ObjectFactory.TryGetInstance();
        if (configurationManager == null 
            || filterContext == null 
            || filterContext.RequestContext == null
            || filterContext.RequestContext.HttpContext == null
            || filterContext.RequestContext.HttpContext.Response == null
            )
        {
            return;
        }
        string[] files = Directory.GetFiles(configurationManager.LabelsDirectoryPath, "*.xml");
        foreach(var file in files)
        {
            filterContext.RequestContext.HttpContext.Response.AddFileDependency(file);
        }
    }
}

where the profile is defined as:

Do I need to change this?