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As part of adding your domain to Office 365, you must create a DNS record at your domain registrar that Office 365 can use to verify that you own the domain that you're adding. How can you tell if the DNS record was created correctly? Try using nslookup.
In Windows on your desktop, open a command line window (or the Run dialog box in Start), and type something similar to: nslookup ms10101010.domain.com, changing it to the appropriate "ms number" (the example here using ms10101010) and "domain.com".
> The "ms number" you type is the one you used to create the DNS record (it was provided by Office 365 in the domains wizard).
> The "domain.com" is the domain that you're adding.
Then press Enter. If you've entered the DNS record correctly at your DNS hosting provider or domain registrar, you should see something similar to the following:
If you see something like the above, it means that you created your DNS record correctly. If you get different results, make sure that you are waiting long enough for DNS propagation time -- about 15 minutes to 72 hours.
If you've waited for DNS propagation to finish and still don't see appropriate results, contact your domain registrar or DNS hosting provider for help in creating DNS records. They're the best people to ask, since they are the most knowledgeable in working with the steps for their website.