Login to http://www.godaddy.com
Login to your account using your username and password
Click on Manage Domains
Click on the domain you are setting up your nameservers for, if you have the domain locked you must first unlock it.
Click on the [+} next to Domain Host Summary on the right side of the screen.
Click on the link that says Click here to see details or to modify.
You will then see a blank field with yourdomain.com next to it, by default we setup ns1.yourdomain.com and ns2.yourdomain.com so you would enter ns1 in the first field and then enter the IP address you were given for ns1 below and click on Save Changes after that the screen will refresh and you will need to click on the Add New Host button to add ns2 the same way.
Once you do this and have added both nameservers you can change the actual nameservers you use for your primary domain to this along with any of your other domains which will be using your private nameservers