Setting up a custom domain for your forum is a pretty simple two-step process. First, you need to create a "C Name" record pointing at your VanillaForums.com domain. We use the Rackspace Cloud to host our domains, so we'll show you how we accomplish this task there. The process will be similar no matter where you host your domains.
After we log into our administrative console at rackspacecloud.com, we click on "Hosting", then "Cloud Sites", and then the name of the website we want to make changes to, in this case we are working with the domain "chochy.com".

Next we click on the "Domain" tab, and then click the "Add a Record" button.

Now we define a subdomain on our chochy.com domain. In this case, we set up forum.chochy.com. Finally, we enter the location where forum.chochy.com should point from now on. In this case, it is a forum we set up at chochy.vanillaforums.com.

That's it for the tough stuff. The second step is to purchase one of the paid plans from the "My Account" link on the top-right of your forum's dashboard.