You can use the free sub-domains provided by X10, or one which you have already registered elsewhere. If you want to use one from .co.cc then you need to go there & register one (that is still available).
Then set the dns at .co.cc to point to x10's name servers as I mentioned above.
Have a look round the forums here & use search if necessary. You will find plenty of threads & tutorials which already give all the info you could want.