I would recommend using a different DNS service than your registrar. If you ever need to move registrars, it will simplify your life. Personally, I use DNS Made Easy. Pretty cheap and reliable. And also, don't make the mistake I once did by hosting your domains with your hosting provider. You'll have to move all your DNS before moving your servers.
Bottom line: use different providers for registering domains, hosting DNS servers and hosting your sites. Maximum flexibility and minimum headaches.