Complete NooB question here and I suspect I've badly mangled the terminology!...
Running DNS Manager on a Windows 2008 PDC.
This will control domain queries for everything under mydomain.com such as desktop1.mydomain.com
Forwarders are setup to query router (which thereafter queries internet dns servers) for dns records that are outside this domain (serverfault.com etc)
I want to set it up to send the dns query to the router for several sub domains that are outside the scope of the internal network - e.g. I don't want to put the ip address of www.mydomain.com (which is hosted externally) into the windows DNS - I want it to go get this from t'interweb.
There are a lot of subdomains - so something like a wildcard would be ideal - i.e. anything you don't know about then just forward the query to the router.
Can anyone make sense of my twittering?
If your Active Directory domain name is "mydomain.com" and you have an externally hosted website called "www.mydomain.com" you would have to (as you said) create an "A Record" on your internal Windows 2008 DNS server pointing to the IP address of the external webserver.
A better method would have been to call your Active Directory domain "mydomain.local" or "ad.mydomain.com" and let an external DNS server be authorative for "mydomain.com".
From your other post I see you are using SBS 2008. Unfortunately you cannot rename the AD domain name without reinstalling SBS 2008 from scratch.
Edit.
if you are talking about true "sub domains" then you could create the subdomain on your external DNS server, and internally on the Windows DNS server you can delegate authority to the external Nameserver.
For example a subdomain called "newyork.mydomain.com" could have hosts called "www.newyork.mydomain.com" and "ftp.newyork.mydomain.com" etc.
But I think in your case you are referring to hostnames rather than subdomains. Which means you will need to create an "A record" for each external hostname.
You don't need to put records in for domains not on your network. If it is setup properly, when your DNS server is queried by a client for a record it does not know, it will forward on your query to the next DNS server in the chain, in this case your Router. All that is required for this to work is that your forwarders are setup correctly in the DNS server properties.
See this article for more detail on how forwarders work.
The problem you have is that your DNS server is responsible for the mydomain.com scope, so any request that it gets for mydomain.com that don't exist, it does not forward, it just sends a not found response.
You need to explicitly tell your DNS server where the external subdomain actually is, so you can add an A record for each subdomain, with the IP of the external server, or if you want to forward all subdomains of that domain, you can use a wildcard *.mydomain.com. This will return the corresponding IP address for any sub domains that do not have their own A record in dns.