Hey there!
I want to help you. First we need some information on your setup. The following will be needed to configure the split DNS thing. I suggest using Bind9 as that is the one DNS Server that is accepted as standard. 
I have never configured dyndns so far so I will need your help as well. What OS are you running?
Did you set up the /etc/hosts, resolv.conf, hostname files properly?
/etc/hosts should in all cases read as the following:
127.0.0.1 localhost.localdomain localhost
192.168.1.165 yourmachine.dyndns.org yourmachine # change the IP to yours
/etc/hostname should look like this:
resolv.conf
nameserver 192.168.1.165 # this should be your IP
nameserver 213.99.99.45 # other name servers are below yours!
after setting these do this:
hostname -F /etc/hostname
then to confirm:
host `hostname` # the `` are _not_ ''
Now install bind! ^_^ It won't be very complicated to set up split DNS (I hope)
Let's take it as if your dyndns domain didn't exist. We set up a DNS server so that the domain resolves to your computer's IP. That is the primary duty of DNS servers...
cd /etc/bind/
vim /etc/bind/named.conf # vim is a text based editor... you could use mcedit
#or nano or whatever...
Now you need to add the domain's master stuff:
zone "domain.dyndns.org" {
type master;
file "/etc/bind/db.domain.dyndns.org";
};
Now we create the zone file for your domain.
cp /etc/bind/db.empty /etc/bind/db.domain.dyndns.org
vim /etc/bind/db.domain.dyndns.org
The empty file should read like this:
; BIND reverse data file for empty rfc1918 zone
;
; DO NOT EDIT THIS FILE - it is used for multiple zones.
; Instead, copy it, edit named.conf, and use that copy.
;
$TTL 86400
@ IN SOA localhost. root.localhost. (
1 ; Serial
604800 ; Refresh
86400 ; Retry
2419200 ; Expire
86400 ) ; Negative Cache TTL
;
@ IN NS localhost.
Ok! now modify every single "localhost" to your domain. Remove the last line and add this instead:
@ IN NS domain.dyndns.org.
@ IN MX 10 domain.dyndns.org.
@ IN A 192.168.1.165 ;this should be your IP!
You can check your config with named-checkconfig /etc/bind/named.conf and with named-checkzone daomin.dyndns.org /etc/bind/db.domain.dyndns.org
If both of them return a NULLstring or OK then you should reload Bind!
Now check your configuration:
ping yourdomain
if it resolves to the correct IP your are almost good to go! The next steps will be discussed if you are done with these...
ZCS: none ^_^ (as of now)
System: Debian Lenny 2.6.27-vserver-2.3.0.36