Won't changing the DNS on my host make my website inaccessible? I selected that I want to keep my site hosted where it is. Changing the DNS for this email setup would make my site inaccessible. How do I prevent this?

I am at step 5 in completing the email setup process with Office365. During the initial questions I have selected that I already have email addresses and that I want to keep my site hosted where it currently is.

Now, in the last step, it is asking me to replace my domain's DNS entries with the bdm.microsoftonline.com DNS. Won't this make my domain inaccessible?

Thanks,

Ben