Hi Philip,
Before moving on, I would like confirm the following information:
1. Are you using Office 365 for Small Businesses (P Plan)?
2. Do you mean that you want to add the DNS records used for Office 365 in your domain register, but don’t want to change the name server to Office 365?
If it is the case, you can refer to the steps in the following article to add the DNS records in your domain register:
Create DNS records at any DNS hosting provider when Office 365 doesn't host your DNS http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/jj655392.aspx
But if you are using Office 365 for Enterprises (E Plan), you need to add the DNS records for Office 365 in your domain register. For detailed information, please refer to the following link:
Create DNS records at any DNS hosting provider for Office 365 http://onlinehelp.microsoft.com/en-us/office365-enterprises/jj655360.aspx
In addition, if you want to check if you have added the DNS records in your domain register, you can use Nslookup tool to check them.
Here is the link: http://network-tools.com/nslook/
Thanks,
Anna Shi