How do I cancel using Microsoft's DNS?

I mistakenly set up my domain with the preference to use Microsoft's DNS servers. I am trying to undo this preference. I want to manage DNS externally. The system appears confused and there's no obvious way to fix this. It wants me to point to ns1.bdm.microsoftonline.com and ns2.bdm.microsoftonline.com - as one would expect. How do I tell it do forget that and that the name servers should be exactly where they are now (externally)? Thanks.