I bought a domain from a seller (GoDaddy), and wish to point it at a shared hosting website (ASmallOrange).

Googling tells me it's fairly straightforward:

Step 1: On the external domain's DNS, configure two NS records for the two nameservers of the hosting service.

Step 2: Wait 2-48 hours.

I'm puzzled because it can't be that simple. I've told the DNS where to look, but since it's shared hosting, the hosting service needs to know what site to point the domain to. And indeed, after I've performed the above steps, visiting the domain leads me to a generic message from the shared hosting service.

Okay, so I have to configure the DNS on the hosting service, right? The service I use (ASmallOrange) uses cPanel. What I tried is to set up a Parked Domain for the externally bought domain; when I go into the Advanced DNS Zone Editor, sure enough, the DNS for the external domain shows up as something I can configure.

Yet, visiting the externally registered domain still points me to the generic shared server page. I'm convinced I'm doing something wrong.

Could someone debug my thought process? Or perhaps offer alternate solutions?

Right now, I'm considering trying to set up a CNAME record on the external domain to point to the domain I registered through the shared host -- but I have a vague impression that this is bad practice.