Creating your CNAME record can only be done in your domain registrar and it is something we cannot help you with. Instructions vary per domain registrar but we created simple steps that can guide you.
Sign in to your Domain Host's admin panel
Open the DNS management page. It may also be called DOmain manager Name Server Management, etc
You might have to enable advanced settings to access this page.
Create a new CNAME record.
In the Host Name/Alias field, put the subdomain you set in Launchrock. For example "signup"
In the Value / Destination field, put host.launchrock.com then save
Once you've modified your CNAME records, it may take up to 72 hours for changes to update live
If you are still having challenges, I would suggest for you to contact your domain provider and ask them to walk you through the CNAME setup. Also, let them know you are setting up an A record as well.