You should be able to edit advanced DNS settings @ whoever is hosting DNS for the domain.
Add the A name record through the DNS interface pointing to the IP of your webserver.
Depending on the webserver you are using (Apache or IIS) for your VPS you will also need to edit the server config file.
http://httpd.apache.org/docs/2.2/mod/quickreference.html
might help to setup the config.
If you need help PM me and I'll give you my phone #. 23 Years in the IT industry and it's still more then a job, it's an adventure.
Oh, trust me, I'm not a complete stranger around BIND or Apache.
So basically the scenario is this:
I run cPanel/WHM on my VPS. I have a dev.miopencarry.org account (and zone) setup on the box, as well as a zone for dev.michiganopencarry.org (I'm a lazy bastard, so I'm letting cPanel handle all the back end vhost config action).
This way, as I create and remove vhosts under the dev.miopencarry.org or dev.michiganopencarry.org zones (such as forums.dev.miopencarry.org, tomfoolery.dev.miopencarry.org, irungunz.dev.miopencarry.org, etc), I won't have to deal with A records over on bluehost.