After you have the domain from Godaddy it't time to change the default parking option in order to put your nameservers for domain. First you need to register your new nameservers with them and only after that to change the nameservers for your domain, otherwise you will see a nice "ERROR DETECTED" message. So, here is what you have to do:
Your Account --> Domains --> All My Domains --> (select your domain) --> Host Summary (add)
Enter ns1 and its ip address click OK, and do the same step for ns2 with its ip address.
Now you are ready to put and to use your new registered nameservers for your domain.