DNS set up question

OK, I have a VPS and have set up a nameserver and got it running. Now I have mydomain.com registered with godaddy. I'm then having trouble changing DNS at godaddy from their parking name servers to mine. Is there something I need to do so godaddy knows I have a ns1.mydomain.com and ns2.mydomain.com? Thanks!

 

 

 

 

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