Neutron powder diffraction and single crystal x-ray resonant magnetic scattering measurements suggest that Dy plays an active role in enhancing the ferroelectric polarization in multiferroic DyMnO3 above T(Dy)(N)=6.5 K. We observe the evolution of an incommensurate ordering of Dy moments with the same periodicity as the Mn spiral ordering. It closely tracks the evolution of the ferroelectric polarization. Below T(Dy)(N), where Dy spins order commensurately, the polarization decreases to values similar for those of TbMnO3. The higher P(s) found just above T(Dy)(N) arises from the contribution of Dy spins so as to effectively increase the amplitude of the Mn spin spiral.