Add details about what the CNAME is for

This section was vague enough that our DNS admin thought this needed to be the website you'd be serving Segment *on*, and not a domain to serve Segment *through*. :)

Author: sanscontext

src/connections/sources/catalog/libraries/website/javascript/custom-proxy.md

@@ -120,7 +120,7 @@ You need the "Domain Name" for the next step, so keep this browser window open.
 
 #### Add CNAME Record to DNS
 
-Next, add a CNAME record to your DNS settings. Go to your domain registrar and add a new record to your DNS of type "CNAME".
+Next, add a CNAME record for the Segment proxy to your organizations DNS settings. Use a name that makes it clear what you are using the subdomain for, for example `analytics.mysite.com`.  Go to your domain registrar and add a new record to your DNS of type "CNAME".
 
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