It does matter.
So you shouldn't need any CNAME records. Let's say you want to host a MediaWiki at wiki.mikel.org on DreamHost and your server IP address according to the DreamHost control panel is 220.127.116.11. You should have the following A records at Yahoo for mikel.org:
wiki A 18.104.22.168
www.wiki A 22.214.171.124
Just to make sure we're on the same page for your current DreamHost configuration: using our previous example, you have wiki.mike.org set up as a fully hosted subdomain on DreamHost, right? And looking at the DNS control panel for that subdomain, the IP address listed there is the one being returned by nslookup, right?
It's easy to miss something in the translation. It's hard for me to describe exactly what to do or what you should see over at Yahoo because I'm not familiar with the Yahoo control panel.
You can set it up so that the DreamHost nameservers are already pointed to your yahoo mail server before you set DreamHost as the nameservers for your domain. That way, both the old and the new nameservers will point to the Yahoo mail servers and mail will always be directed to Yahoo.
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