Hi Martijn,
Do you means you want to use the old mail server to send and receive emails? If so, please refer to the following instructions.
If you are in small business subscription (P1 plan), and you want to change the MX Record to point to your old mail server. You may refer the following the link to create required DNS records to work with Office 365, http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/hh416759.aspx
If you are in enterprise plan, there is no need to change name server. You can refer the Edit DNS records for your Office 365 services part in the add domain guide for enterprise to add DNS records in your domain registrar.
If you just want to use your old domain for emails, please add your domain to Office365.
To add your domain to Office 365, you should first create a TXT or MX record in your domain registrar to verify the ownership of your domain. For the detailed information and steps, please refer to the articles below:
For Enterprise plan:
Work with domain names and DNS records in Office 365
For Professionals and small plan:
Change name server records at a domain registrar
Thanks,
Jason Jiang