Mapping a domain hosted elsewhere to wordpress on CGI space

[#1]

I have my main website and domain calumdickson.co.uk hosted elsewhere but want to point the subdomain blog.calumdickson.co.uk at my cgi space where I have wordpress installed. I have already setup the CNAME record for the subdomain blog on my other webhost. I have tested this and at the moment I see "It Works!" .
I have set up the mapping As:  subdomain "blog" and CNAME  "ccgi.whiteout.plus.com."  (note the trailing dot). I tried removing the dot but i just pointed straight back to the main domain.
Interestingly  if I punch in "http://ccgi.whiteout.plus.com." (again note the trailing dot) I see "It works!"
So it seems to be almost getting to right place but not quite, this trailing dot is getting to cgi space but not to the right bit and never having done this before I'm baffled.
Reading through all the stuff on here I thought the answer was to ask support to make my cgi space basic as decribed in tutorial 14, so I asked support to do this but they replied saying "As far as I am ware we are only be able to change that type of setting on a domain that it hosted with us. The CGI service on your account is not amendable and should be accessible when pointed to through manual records."
Can anyone help?

[#2]

Sorry I can't help with your problem however...
Welcome to the forum and beautiful photographs.

[#3]

Thanks Strat appreciated.

[#4]

I've been doing some more research on this topic and essentially what is happening at the moment is that my redirect appears to be landing on the default vhost page (the catch all). It won't ever get to my cgi space as the host headers do not know to map blog.calumdickson.co.uk to ccgi.whiteout.plus.com.
I've asked tech support to set the host headers to do the above mapping but they have replied saying "This should be possible via coding, but unfortunately we are unable to offer direct support with this."
I didn't think we have access to the host headers! Of course I could be completely wrong. Does anyone know how to sort out the host headers?
Thanks

[#5]

AFAIK, Plusnet only map domains they host. If your other web host allows externally hosted domains and you have free domain hosting on your PN account then you could transfer the domain to PN for hosting (but not registration) and point www back at the other web host. Otherwise, I think you'd be stuck with framing. In a few years time we'll be able to do this using cross-domain ajax, but there are too many non-savvy browsers about still.
Gabe

[#6]

Thanks for the info Gabe.
To be honest with all the limitations of the plusnet web hosting; it being split over two systems, mysql at v4 and access to cgi space only from plusnet network it is all becoming too difficult to be worth the effort.
I think I will bite the bullet and downgrade my package to one without webhosting and use the money I save every month to pay for mysql access on my other webhost. The difference financially is next to nothing but the web hosting experience is light years apart.
Thanks for all the help
Much appreciated
Calum