If you actually chose to transfer the domain registration during the sign-up procedure, you should not have to set the DNS servers at all. Once you have been notified that the domain transfer has completed, the domain should already be configured to use the DreamHost name servers. You can track the progress of the transfer in the panel at Domains -> Reg. Transfer.
Once the transfer has completed, you may need to add the newly transferred domain to the hosting system via the panel at Domains -> Manage Domains -> Add new domain / sub-domain, but since you transferred the domain during the sign-up procedure, this may be automatically done for you.
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