Since dreamhost is not your DNS provider, what you can do is add example.example.com to your account as "fully hosted" using the "manage domains" page of the panel. (You may need to add example.com first, can't remember if that's still required).
Once you have added example.example.com click the DNS button right under the domain name on that page. After the page reloads scroll down and look at the automated entries, the first will be a A record for "example" with an IP address. Use that IP address and create an identical A record at your domains DNS provider.