Hi Charles,
Based on your description, I would like to confirm if you have verified the domain successfully? Please refer to the following screenshot to check if the domain is verified: 
If the domain is verified successfully, you can use NsLookup Tool to check the DNS records. Please refer to the following link: http://help.outlook.com/en-us/140/dd875725.aspx#Nslookup
In addition, there is an article about Add your domain to Office 365 but continue to manage your domain's DNS records: http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/hh416759.aspx
Thanks,
Anna Shi