I found what to add to DNS TXT record, they don't make it easy do they? God how I hate it when information is so hard to find!
I'd just like to take this opportunity to say that Yahoo! is stupid.
How to add DomainKeys to your DNS TXT record (How do I add domainkeys?)
This is a DNS TXT-record with the name "domainkey" prefixed to the domain name - for example "domainkey.domainname.com".
The data of this TXT-record contains the policy which is basically either "o=-" or "o=~".
"o=-" means "all e-mails from this domain are signed", and "o=~" means "some e-mails from this domain are signed".
Additional fields for test (t), responsible e-mail address (r), and notes (n) may also be included - for example "o=-; n=some notes".
The underscore is there to make sure it wont work as a real URL, on purpose. http://domainkeys.sourceforge.net/underscore.html
In Dreamhost you click "Manage Domains", then click DNS link near one of your domains.
Paste _domainkey into the Name field
Select TXT as the Type
Put o=- into the Value field. (or o=~ if only some are signed).
Put anything you want in the Comments field (its only seen by you)
Send email to firstname.lastname@example.org to test your setup.
Also test DNS here since the Auth Check seems slow to update, http://domainkeys.sourceforge.net/policycheck.html