I just spent 2 days trying to figure this out and I got it.
On th Mirror reference the Primary server.
ALTER DATABASE MYDB_04
SET PATNER = 'TCP://PRINCPLESERVERNAME.DOMAIN.LOCAL:PORT#'
On the Primary reference the Mirror server.
ALTER DATABASE MYDB_04
SET PATNER = 'TCP://MIRRORSERVERNAME.DOMAIN.LOCAL:PORT#'
This is not stated correctly in the documentation the I have read.
K9