I had to do a little searching on the internet to work out how to do this, so here it is in a single post.
DNAME records are supported in Server 2008’s DNS service, but you cannot add them (or edit them) in the graphical tool. You need to use the command line. Right-click “Command Prompt” and run as administrator. Then you can type in the following:
DNSCMD /RECORDADD myzone.example.com mynewrecord DNAME myoldrecord.example.com
If you now refresh the graphical DNS tool you will see a new record with a blank type and contents “Unknown – view properties for more info”. If you do this, you will see the raw hex data for the DNAME RR (type 0x27). The only thing you can do with it in the graphical tool is delete it.