Dedicated, DNS, CPanel.... HELP

I got a dedicated server with CPanel to see how it works and eventualy move my sites to it.

I have (would like to) this IPs assignement:

xxx.xxx.xxx.115 - IP for the server and name based sites
xxx.xxx.xxx.116 - NS1.MYDOMAIN.COM
xxx.xxx.xxx.117 - NS2.MYDOMAIN.COM

Every time I start WHM a popup comes up with this message:
"The server was unable to lookup an A entry for its hostname (server01.mydomain.com)....". I click add, it shows the info about the server correctely, and at the end says xxx.xxx.xxx.115 added. But next time I login, the popup comes back.

In WHM...

When I select enable name servers the result are 6 zones.

Selecting the edit zones only get five to edit:
mail
ns1.mydomain.com
ns2.mydomain.com
server01.mydomain.com
mydomain.com

Editing the zone for mydomain.com I have these records:
mydomain.com NS ns1.mydomain.com
mydomain.com NS ns2.mydomain.com
mydomain.com A xxx.xxx.xxx.115
mydomain.com MX 0
mail CNAME mydomain.com
www CNAME mydomain.com
ftp CNAME mydomain.com
server01 A xxx.xxx.xxx.115

So, any expert to give me some help on this?

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