Assuming that you are referring to a blog hosted at wordpress.com, the process is actually pretty simple, and is described for you on the wordpress.com]http://faq.wordpress.com/2006/11/10/domain-mapping/]wordpress.com support site:
[quote]Q: I own domain.com, can I map that to my wordpress.com blog?
A: Yes! Here is what you need to do:Go to your domain registrar and change the nameservers to the following, being sure to remove any existing nameservers that may be there:
Note that this service costs $10.00 per year at WordPress.com, and is called “Domain Mapping”.
You make the required changes to your nameservers by editing the whois information for your registered domain from withing the DreamHost control panel. From the “Domains” -> “Registrations” screen, use the “Modify Whois” *is displayed differently depending upon how many domains you have registered) and, on the resulting screen, scroll to the bottom of the page and place the WordPress.com nameservers listed above into the appropriate fields under the “Set DNS info to host your domain elsewhere” section. Save the changes by clicking the “Set these nameservers for yourdomain.com now” link and you are all set.
Per the WordPress FAQ:
[quote]Then you need to wait. DNS propagation could take up to 72 hours - though it is frequently less.Go to http://dnsstuff.com. In the top left is the WHOIS Lookup box - enter your domain name. If it says our nameservers, you can proceed here. If it does not you need to wait some more until it does. In your blog click Settings > Domains. Put your domain name in the box, click ‘Add domain to blog’.
Your domain should then appear as a choice below that button. Next to the domain name it will say “Put blog here“. Click that.[/quote]
–DreamHost Tech Support