Here's what I think I need to do to transfer web hosting of MYSITE.COM from namecheap to dreamhost:
(*) Add MYSITE.COM as a 'hosted domain' at dreamhost.
(*) At namecheap, go to 'Domain Name server setup,' click 'Specify Custom DNS Servers,' and list ns1.dreamhost.com, ns2.dreamhost.com, and ns3.dreamhost.com as the custom domain name servers for MYSITE.COM.
... and that's it. I shouldn't have to change the registrar lock, because namecheap can remain the registrar. I just want dreamhost to handle the web hosting.
Is that about it? If I missed a step, I hope you'll let me know!