Hi Ben1974,
Since you have verified the domain in Office365 Plan P and also change the name server and point to Office365, you can't change the setting on MOP (Microsoft Online Portal). If it's the case, you need to change back the name server record and point to original DNS hosting provider. After that ,you need to manually setup the DNS records.
More detail information, you can see at http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/hh416759.aspx
'Just add that TXT record' means you can add SPF record as a TXT record.
Thanks,
Jason Jiang