How to set up sub domain to point to a different server transparently?

Hi:
I'm using WHM/ cPanel. Being a DNS newbie, just wondering, how would I go about setting up a sub domain to point to a different server transparently, so it isn't simply a redirection? For example, I need:

sub.mydomain.com

to be served from a different server than the one "mydomain.com" itself is on, but without redirection (so the URL remains sub.mydomain.com) when it's typed and loads.

Thanks much,

 

 

 

 

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