Ok... so I ran into this problem as well and it is as stupid on my part as it could be... when trying to setup a domain but not actually register it, you go through and set everything as expected EXCEPT the domain name field (which right next to it says "check availability") you must put the domain you are trying to do in that field.
I read the directions and it didn't say it (although it does seem obvious now!) and the "check availability" piece threw me a curve as well... at the end of the day I was under the impression that AFTER I did all that other stuff it would ask for the domain name... but indeed I was incorrect...
hope this helps!