how do I link the DNS to the SQL alias (SQLAlias2005)?
You do not resolve the SQL Server instance name with DNS but instead use the SQL Server utilities as explained under step 5:
5)Map the DNS aliases to the SQL Server instance name using the SQL Server 2005/2008 Configuration Manager but with SQL Server 2000, use the SQL Server Network Utility. This utility can only be run on the server hosting the SQL Server.
SQL = Scarcely Qualifies as a Language