I have run the app from from the My-app.heroku.com and it works, and I have set up the DNS between my domain but whenever I open my app from the domain I have specified, heroku says "Refer to the documentation if you need help deploying."
I've looked at the documentation a few times but I don't get it.
What step am I missing?
Have you added the custom_domain add-on?
Then tell heroku what domain you want
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