I'm having a problem on changing my actual DNS to the Unaux nameservers

The domain i want to change is registered at Brazil (.com.br) but when i try to do the process the website where i have buyed the domain returns one type of error.

This erros says that "i dont have the authority about the domain".

I contacted the support and they say that this erros occurs because i have to register the domain on the hosting service first, and then change the DNS to ns1.unaux.com and ns2.unaux.com inside the website that i bought the domain

But aparently on profreehost i need to change the DNS first and then i will have the rights to register the domain

On this situation, what i need to do for change the DNS and register the domain on profreehost?