Jacky, you entirely missed the point of my question, which is how to add a 2nd domain. The first domain is added and working and DNS is hosted externally. As I stated in my post:
"I want to add a second domain to the account so I click on Add a Domain and I then I click on Yes I want to finish setting up mydomain.com. Steps 1-4 are complete but I cannot complete step 5 because it requires that DNS be hosted with Microsoft so the step fails."
If I don't complete steps 1-5 it won't let me add another domain. but step 5 will not verify successfully because it is based on DNS being with Microsoft.