If you'd like to use Linode's DNS service, it can handle all the complicated stuff for you. Here are a few steps to get you started:
1) On your registrar's site, enter the following as the nameserver's for your domain:
Code:
ns1.linode.com
ns2.linode.com
ns3.linode.com
ns4.linode.com
2) Then, login to Linode and go the DNS Manager. Add a new domain zone there and make sure you select "master".
3) Everything should be ready in a few minutes. What's next depends on your server preference. I'm using Apache so adding a VirtualHost for the domain I've just added in the DNS Manager is the final step.
I'll try to help if you need more.