[Sorry about the lack of References and In-reply-to headers, but I just subbed and am replying based on a web hit]
Matthew Elvey <http://www.merit.edu/mail.archives/nanog/msg10578.html> said:
RP emailed me privately with info on how to change a domain's authoritative name servers using GoDaddy's interface.
Could you send me the details on this. I am having a similar problem.
(I've temporarily solved it by setting a A record to my web server (which is also my ns2 server and mailhost, so it has three A records. Oh well.)