If the blog on the other hosting provider is accessible via a dedicated IP address, you can add an A record for it corresponding to the sub-domain on ur main hosting provider.
If it is accessed via its own url, you can add a CNAME record for it, corresponding to the sub-domain on ur primary hosting provider.
Both can be added from the Simple DNS zone editor, in the cpanel of your primary domain hosting provider.
Hope this works for u..