Subdomains with different webhosts
Is it hard to have a site on shared webhosting and have a subdomain hosted elsewhere.For example xyz.com is hosted with a shared hosting account
and forums.xyz.com is hosted either with another host as a shared account or a dedicated server.
How are such things set up. I know that subdomains elsewhere can be set up for branded e-mail and such but how does someone set it up for hosting purposes?