Hi -
Bakdong replied before I got a chance. We're both thinking along similar lines. Here are my suggestions:
1) It sounds like you registered your domain name with Godaddy, and your server(s) are are completely elsewhere.
I'm guessing you probably also have at least one public static IP address for your server(s). I'm also guessing maybe this server is a VPS, and your VPS provider also gave you the static IP.
2) In that case, all you need to do to start "publishing" your web server to the world is just create a new "A" record on Godaddy.
EXAMPLE: "www.mycooldomain.net"
<= Just create an "A" record for "mycooldomain.net", and the IP address, on Godaddy. Done! Finished!
3) Let's say you want to send and receive e-mail on your server, too.
Easy: just create an "MX" record on Godaddy.
4) OK, let's say you want to set up TWO web servers: one for a blog, and the other for an on-line photo album. Just create two more "A" records: one for "blog.mycooldomain.net", the other for "photos.mycooldomain.net". Then create two "virtual servers" in Apache: one for "blog" (with one set of permissions, and one DocumentRoot), and the other for "photos" (with a different set of permissions, and a different DocumentRoot).
In other words, you DON'T necessarily need a DNS server on your (VPS?) server at all: let Godaddy do all the DNS stuff (on their system), and then you do the rest (on your system).
Make sense?
Here are some links to using Godaddy's DNS:
http://help.godaddy.com/article/681
http://help.godaddy.com/topic/163
'Hope that helps .. PSM