You need to change nameservers. Your hosting service will provide the necessary parameters which you must use when setting up forwarding from your registrar. Read, and follow, the instructions given by BOTH the registrar and the web host. A mistake that I have sometimes seen is to set the forwarding up on one side only.

Do be aware that a few registrars, particularly those that pitch at the personal market, do not give you the ability to change nameservers. As you have used an alternative forwarding method already there is a small risk that this may be so in your case.