It’s possible it hasn’t fully propagated yet and you have to give it another day or so. Or it’s possible you mistyped something in the setup. Or it’s possible that either GoDaddy or Dreamhost screwed something up behind the scenes. Hard to tell without more information.
GoDaddy sucks, anyway; they were among the authors of the pernicious SOPA law that’s going through Congress to censor the Internet for the benefit of the entertainment industry’s crusade against piracy. I’ve transferred some domains formerly registered with them to Dreamhost’s own registrar service.