I realize this is an old thread but FWIW, incase someone else is looking for a way to do this.
While dns does not understand the path portion of the url, it will understand subdomains, so instead of:
www.proof.com IN CNAME www.proof-two.com/path/index.htm
You could use:
www.proof.com IN CNAME proof.proof-two.com
then go to wherever you host proof-two.com and set it to point proof.proof-two.com to www.proof-two.com/path/index.htm.
~ there's always more than one way to skin a cat