It sounds like you have a domain whose nameservers are pointing to wordpress.com
The first thing you need to do is update the nameservers to point the domain to dreamhost.
You do that by logging in whereever the domain was registered and putting
in for the nameserver entries. This tells the world that dreamhost nameservers are now the authority for your domain. When you make this change, you will not get instant joy, after the change is made that change has to "propagate" to other nameservers. This usually take 12-24 hours, but could possible take up to 72 hours.
You can then do the one click install of wordpress and set up your new blog.
There are a number of variations to the above. For example it is possible to get things set up and tweaked on the dreamhost side first, then make the DNS switch. If you have alot of established traffic it might be something you want to do, but it requires more steps.