set up domian without changing nameserver

I am trying to set up my domain to work with Office 365. I do not want to, and for that matter will not, change my nameservers.

My DNS is hosted just exactly where I want it, and that is where it is giong to stay.

How do I get past step 5 "Complete the process" on setting up my domian? I need to do this so that I can proceed to setting up a second email domain -- so just ignoring the wizard and manually configuring my MX and host records is not going to be a solution.