Have you added the custom_domain add-on?
heroku addons:add custom_domains
Then tell heroku what domain you want
heroku domains:add www.yoursite.com
heroku domains:add yoursite.com
You said you already handled the DNS steps, so once you run those commands, you should be good to go.
I believe the relevant documentation is here: http://devcenter.heroku.com/articles/custom-domains