My domain is registered at GoDaddy, but I use DreamHost for web and email. Are you sure you want to host your mail at GoDaddy as well?
A mixed setup like this is a bit tricky, but there’s a wiki article that gives some instructions. Your nameservers are set at GoDaddy in the Domain Control Center after you log in.
If this is a new domain setup, I’d go with having DreamHost host my website and email.