This article describes How to quickly check your DNS records for Exchange Online and Lync Online.
Office 365 allows companies to add personalized vanity domains and configure DNS records to point to services in the cloud. Because of the variety of domain registrars, the process for adding these DNS records is different for each registrar. To help ease some of the confusion involved, Office 365 offers an easy way to confirm that the settings are configured appropriately.
After adding the domain and the required DNS records for Exchange Online and Lync Online, you will want to verify that they were set up correctly for integration with Office 365. To do this, log on to the Microsoft Online Portal with a Global Administrator account and follow these steps:
Add your domain to Office 365: http://g.microsoftonline.com/0BX00en/161
Troubleshoot domain verification issues in Office 365:http://support.microsoft.com/kb/2515404