Hi Claire,
As I understand it, your domain name server is in office live now, and you want to add the domain in Office 365.
If it is the case, you should change the name server to your domain registrar first, then refer to one of the following options:
Option 1:
If you want to change your domain name server to Office 365.
You should first remove all the DNS records you have created at your domain registrar and then change the name server to Office365.
To change domain name server, please refer to the following article:
http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/jj655377.aspx
Option 2:
If you want to keep your current name server, you should add required DNS records at your domain registrar. The following article contains detailed information to add DNS records.
http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/hh416759.aspx
Thanks,
Vivian Wang