This article describes the process for setting up Godaddy calls off-site DNS, where its DNS servers can provie DNS for a domain it doesn't hold. This off-site DNS can then be applied to the domain when you transfer.
This article is here:
http://support.godaddy.com/help/article/4041/managing-domain-names-with-offsite-dns?pc_split_value=1
And recreated here (in case that page is ever moved):
To manage the DNS for an off-site domain name, you must add it to the DNS Dashboard, and then change your nameservers at your current registrar.
- To Add Off-site DNS for a Domain Name
- Log in to your Account Manager.
- Next to Domains, click Launch.
- From the DNS menu, select DNS Manager.
- From the Off-site menu, select Add Off-site. The Add Off-site DNS window displays.
- In the Domain name field, enter the domain name you want to manage with Off-site DNS.
- (Optional) If you plan to transfer the domain name's registration to us and you want to transfer its existing DNS records as well, select The domain will be transferred ... . We apply the zone file to the domain name upon transfer. Otherwise, de-select this option.
- Click OK. The domain name displays in your Domain list with (Off-site) next to it.
NOTE: If your domain name does not display, click to refresh the list.
Contact your current registrar to update your nameservers to the following:
Standard DNS
mns01.domaincontrol.com
mns02.domaincontrol.com