Where are the DNS records for the sites you are hosting stored?
If you are hosting your own DNS records, then you need to have set up a name server record on you server and then given that ns record to the domain registrar.
This guide explains how to do it:
I put a brief guide to DNS in laymans terms here:
beware, it is only my understanding of DNS and not approved but it does give an idea how things work in simple terms.
Hope it helps, but sorry if I'm preaching to the converted!