when you register new domains you can't transfer them to a new registrar within the first 60 days of the initial registration. that's the rule for all new registrations, not just with godaddy or dreamhost.
in the meantime, just change the dns for your domain in your godaddy admin to
that points the domain to dreamhost. then add the hosting for that domain in your dreamhost account under "manage domains", click "add new domain".
you site will be up and running in no time and in 60 days transfer the domain to dreamhost if you still want to.