Why do you need NS records?
There are (at least) two sets of records associated with each domain.
NS and (usually) A.
NS is where the name server is that will provide the A record, the A record is the actual address of the machine.
NS records are held by domain authorities, A records are held by your name servers, (we'll either yours or your hosting provider.
if you type www.test.com
into your browser there are several steps used to resolve this, along the way a lot of DNS servers are saying I don't know, but ask here instead. or asking on behalf of, (which is why when you look up an address you get a non-authoritative answer).
you type test.com into the address bar.
and you machine says, "I don't know where that is, I'll ask the DNS server".
so your machine asks your local DNS server (usually your router) where is test.com, your router, says, I don't know, I'll ask my DNS server.
your switch asks the DNS servers that are set (usually your ISP).
your ISP says I don't know. (and then uses root hints to see what the DNS servers are for .com addresses) and then says why don't you ask a.root-server.net (for example).
this root server then responds with I don't know the address, but the name server listed for the site is this, why not check there, finally the name server for the site (which is just a DNS server) responds with test.com is here and gives an address, which comes back to you through the other DNS servers.
now, there are two ways a DNS server can work, either by saying I don't know, why don't you ask here, or I don't know, but I'll find out for you.
to show this in action:
go to the command prompt and type nslookup.
[In it's default mode, nslookup searches for A records]
and you should see this response.
this tells you who the server for test.com is. but also includes the phrase "Non-authoritative answer:"
your DNS server has asked another DNS server which has provided the address, and it's just trusting that answer and giving you the address, but it is warning you that it's not the authority on that,
now type set type=NS
this changes the mode of NSlookup to search for name server records rather than A records
then type test.com you'll find that the following is produced.
test.com nameserver = ns65.worldnic.com
test.com nameserver = ns66.worldnic.com
ns65.worldnic.com internet address = 188.8.131.52
ns66.worldnic.com internet address = 184.108.40.206
this tells you that there are two servers that hold the DNS information for test.com and that these are worldnic servers.
now type set tytpe=A (to change back to searching for A records).
and then type
(this changes the server that you're querying to be that server (the name server for test.com)).
then type test.com again and the response you get this time is
you have an authoritative answer, the name server has responded with the information that it is the authority on the subject of test.com and the name servers are at this address.
(that is why this time it does not say "Non-authoritative answer")
I hope that explains it a bit better?
you need name server records so that other people know what DNS server to query to get the A records that point to your site.
As for what to put into that box, have you also bought DNS hosting as well as a domain name? you'll need to enter the address of the DNS server that contains the authoritative A records for your domain name.