@testnick is right. Nameservers or A records are the way to go.
Here is a brief explanation about CNAME records that I took from my company's Web site:
"CNAME's should only be used in a very few instances, for common aliases and host names use an A record instead. If you do not understand what CNAME's are used for, then chances are you should not be using them. The misuse of CNAME records can cause problems with the resolution of your domain name if not used properly."
9 times out of 10, people who try to create CNAME records, without understanding why they are using them, end up doing it wrong somehow.
Your Web host should have some basic instructions on how to attach your hosting account to your domain name. What instructions have they given you?
The free host was the only one with the bandwidth I required ( infinite

)..
It basically said SOMEWHERE, I can't even find the page anymore!
"Switch nameservers to ns1.t35.com and ns2.t35.com" bla bla and enter your subdomain into the panel/ the domain name.
I've done so, I waited 5 days to make SURE it propagated. But it just links to someone else's website on the shared IP. I assume.
There is no way, I can just tell the DNS "go to this subdomain" without having to a-record these things? I'm not sure how an A record on a shared IP can even lead to my subdomain, if you know what i'm trying to say. lol