i have bought recently a domain and changed the name servers to my hosting providers. I have loaded wordpress and gave database also. But when i go to my blog for the final installation step. It is making a dns error. I don't know what is happening.
How recently have you changed the nameservers? Propagation (the process of the switch) can take up to 24 to 72 hours to be fully active.
it is a very strange problem , if it works until last step , I guess it is not a dns issue , what error message do you get ?
You should have set /etc/hosts file and put your ip to domain mapping there. it would have worked till the domain resolved globally.
Wait at least 72 hours for the DNS to be fully propogated across the web. If you still have issues then contact your host.
Try some free DNS service like http://pingability.com/ It would be the best to wait 48 hrs at minimum for propogation.