I was reading http://dnstunnel.de/ which made a lot of sense until the Technical Setup part. Mind you, I'm a programmer so I'm not easily confused by things, but I was not sure about this part.
What am I setting up here, and where?
Excerpt
Technical Setup
To delegate all requests to sub.example.com to ns.anothernameserver.com, you first have to delegate all requests to that server (NS record, line 1) and then send a so-called GLUE record (that is, glued to the record before because it's most likely the asking server will need this info as well) with your server's IP (line 2, A record).
sub.example.com. IN NS ns.anothernameserver.com.
ns.anothernameserver.com. IN A 192.0.34.166
If you just have a DynDNS account and no static IP, you'd set up the delegation using a CNAME record. As mentioned above, CNAME is a canonical name (speak: an alias). So when a server gets back a CNAME instead of an A record (IP address) he continues to look up this hostname. That brings us to the following:
sub.example.com. IN NS ns.extern.example.com.
ns.extern.example.com. IN CNAME foo.bar.dyndns.org.