While editing the DNS zone of the mysite.com, add A arecord for the "gallery" and give the ip of the second server.
Create the "gallery.mysite.com" as an account in the second server.
Hope this helps.
I did exact same thing. But it's not working for me. I add a record for the "forums" in mysite .com and gave the ip of second server. And create "forums.mysite.com" as an account in the second server. I am using directadmin in the first server and cpanel in the second server. Is that a problem ?