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Unless the CNAMES map to a different document root -- in other words, unless they each have their own file space on your server and serve different pages than your primary domain, then robots.txt won't help you. This is because robots.txt assumes that each domain/hostname has it's own robots.txt file, and it has no provisions for specifying which domain/hostname the restrictions that it contains apply to.
If your CNAMES do map to separate filespace, then you can put a unique robots.txt into the root directory for each CNAME, containing to disallow all robots from fetching all resources.
However, in many cases, all hostnames are 'pointed' to the same file space, and a unique robots.txt for each domain can't be used. The usual solution is to redirect all non-canonical domain name variants to the main domain using a 301-Moved Permanently redirect. This can be done with mod_rewrite or PHP on Apache, ISAPI Rewrite or .asp on IIS, and several other methods, depending on your server technology. A search for "redirect canonical domain" on WebmasterWorld may turn up some useful threads to help get you started.