This information was quoted from the following GoDaddy FAQ: http://help.godaddy.com/article/664

1. Log in to your Account Manager.
2. In the My Products section, select Domain Manager.
3. Use the checkbox(es) to select the domain name(s) you want to modify.
4. Click Nameservers. 
5. Select the following: I host my domains with another provider. Specifies your domain is hosted with another company, and allows you to enter the company's nameservers.
6. Enter your nameservers. You must enter at least two nameservers for your domain. 
7. Click OK.

 Here is a video on how to do it: YouTube Video