I took below steps.
1. Installed Kloxo

2. Created dns profile in kloxo with my server ip and below name servers
ns1.mysite.com
ns2.mysite.com

3. created name servers pointing to my server ip at my domain registrar
ns1.mysite.com
ns2.mysite.com

4. Changed name servers of my domain(mysite.com) to
ns1.mysite.com
ns2.mysite.com
and removed other all ns1.linode.com, ns2.linode.com etc

5. Added a new domain: mysite.com in kloxo with the dns profile I created earlier

6. Removed everything from "Linode's DNS manager"

My site is currently down. Have I done all steps to host a site?
I am new to centos and kloxo

mysite.com loads OK from here, but the nameservers aren't ns1.mysite.com and ns2.mysite.com, and the IP address isn't a Linode IP. If you made the change more than a few hours ago, you probably need to contact your registrar to figure out why mysite.com isn't pointing at the new nameservers yet.

mysite.com.      172800   IN   NS   authns-ws.iad.mysite.com.
mysite.com.      172800   IN   NS   authns-ws.vgs.mysite.com.
mysite.com.      172800   IN   NS   authns-ws.dca.mysite.com.
;; Received 160 bytes from 192.42.93.30#53(g.gtld-servers.net) in 230 ms

mysite.com.      300   IN   A   64.136.20.67
mysite.com.      300   IN   NS   authns-ws.dca.mysite.com.
mysite.com.      300   IN   NS   authns-ws.iad.mysite.com.
mysite.com.      300   IN   NS   authns-ws.vgs.mysite.com.
;; Received 176 bytes from 64.136.20.20#53(authns-ws.vgs.mysite.com) in 224 ms

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mysite.com is just an example domain.
I am concerned about the steps

Ah. There's a set of domain names intended for this situation (such as example.com), since using someone else's domain is confusing...

I'm assuming you have two servers and have pointed ns1.example.com (for example) at one of them and ns2.example.com at the other, since pointing both at a single IP address is not a valid configuration. I'm also assuming one is set as a master and the other as a slave (if that's how kloxo works with DNS), so that they're both serving the same record set.

I think the major steps that are missing are testing: make sure your nameservers are responding after step 2, make sure the glue records are right at step 3, and moving step 5 before step 4 and adding a step to make sure the right records are being served before going live.

First place I'd look to figure out what's broken at this point would be 'dig +trace example.com'.

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Are you using 32 or 64 bit? Kloxo is currently 32 bit only according to:

http://wiki.lxcenter.org/Kloxo+Installation+Guide

James