CNAME/Sub Domain Question

Sorry if this is a basic/idiots question, but i havent been able to find an answer elsewhere.

I have my domain hosted by my ISP.

www.mydomain... points to the main webspace and cgi.mydomain.... points to the CGI server.

What i was wondering is, can i setup a CNAME record on a domain i have hosted elsewhere to the cgi.mydomain?

So example
forum.otherdomain.co.uk point to cgi.mydomain.co.uk

I understand from what i have read that it should work, but would it (once the CNAME record had been created) work automatically, or would it be likely that i need to get my provider to allow it? (i'm thinking possibly if i was to set that up, it would just result in a 400 error)

Thanks (hope i have made it clear enough)

Well, it certainly could work automatically if you've got a dedicated server with your other hosting provider and you haven't set host headers. But it probably doesn't work automatically in the case where you're on a shared server. Between your two providers, it sounds like at least one of them gives you control of your domain pointing capabilities, so you should be able to get what you want working with maybe just a manual step or two.

Regardless of whether you make a CNAME or A record pointing to the other domain/IP, HTTP requests will come in as cgi.mydomain... so you'll need to have host headers set to allow either name, and point both names to the same location.

Regards,
Alan