I just changed my Posterous settings so that my site address is now http://blog.theroomwhere.com It was quite easy to setup. You need to go to your hosting control panel (CPanel in my case) and then go to Create new A Record. Then add the Posterous domain name - blog and the Posterous IP address 67.207.139.81, then save.

If all goes well you should be able to use the http://blog.yourdomainname.com.