probably DNS propagation. It sounds like you set the record up correctly.
if you open a command window on a local windows machine and type:
you will see what the record looks like from your point of view on the internet
if you type
nslookup sub.domain.com ns1.dreamhost.com
you will see the record from dreamhosts own DNS server. If you get the same for both answers then propagation has reached you and you have another problem. If you get different answers you are still waiting for DNS to propagate.