Proving Ownership??

I am trying to set up customized outlook.com email address. I purchased the domain through GoDaddy.com. I am trying to prove ownership of the domain and am editing DNS records -- but I am doing something wrong. In Live Admin Center, I have the various records to type in for MX, etc. The host is listed as customdomain.com -- but when I enter that into the GoDaddy DNS editor, it's doesn't work. Do I need customdomain.outlook.com or customdomain.live.com or customdomain.hotmail.com?? That's what GoDaddy support said, but I don't know what to enter as the host have been trying to figure this one out for a few hours. Thanks.