You don't have access to unlock your domain? If not, hopefully you at least have an honest host that won't try to stop you from leaving. I had a hosting account with a host before where I didn't have access--and even though they're very reputable and I trust them 100%... I still didn't like having direct access to my domains.
Also, if you registered/renewed it recently, 60 days has to pass before you'll be able to transfer it.
If you do have access to it, and it's been less than 60 days, you can still add the domain to your account here in the panel (Domains -> Manage Domains), then just point your nameservers here: ns1.dreamhost.com, ns2.dreamhost.com and ns3.dreamhost.com. Then, you can always transfer the registration later.
In any case, you might find this wiki article useful if you want to view your other site before moving it here. You can add it through the panel right away, even before it's actually hosted here, then mirror it with the subdomain and make sure everything's working before switching over.
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