Link wordpress hosted blog to third party hosted website

Hi

I’ve got a website hosted by 123reg (not recommended). My blog is hosted by wordpress (so on their servers(6 ip addresses)).

I’d link to connect the two, for SOE purposes. Because they are on different domains I’m not sure how to go about doing this?

My provider says ‘ask wordpress how they should be configured to work on a third party DNS section’.

Hope this makes sense, grateful for any advice.

Thanks.