Cpanel: verify that this server is an authoritative nameserver

I am trying to add the DKIM and SPF records for Mandrill to my email account on my server. But I get a warning that before they can be recognized, I must first verify that this server is an authoritative name server. I've tried to search how to do this everywhere and can't find the info I need. Can anyone please help?
Thanks, Jeff
 
For anyone else wanting to know. DNS is managed by a 3rd party, so the SPF and DKIM records needed to be added to that system, rather than trying to add them locally on the server.
 
Thanks for clearing that up Matt. I should mention that @MattW has helped me a couple of times and I am very happy with his services. He is very good and very fair.
 
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