If you haven't already done so, you may wish to first take a look here for an overview of the connection process.

To make the DNS changes they require, you can edit DNS records through us (NOTE: If you are delegated to 3rd party nameservers then this change must be done from nameserver provider's side instead of us) -- to do this:

1) Log into your user account.
2) Go to "Domains" -> "My Domains"
3) Click on the domain name you wish to modify. This should take you to a new page.
4) Go to the "DNS Settings" tab
5) Select the "Use OnlyDomains Name Servers" option (If it isn't already selected) and click "Edit Zone Records"

There, remove the records with the following host / type combinations:

Host: www
Type: A

Host: @
Type: A

You can then add the DNS records specified by Squarespace using the empty spaces at the bottom of the DNS records list:

Host: [Your unique code -- please see your Squarespace account]
Type: CNAME
Content: verify.squarespace.com.

Host: www
Type: CNAME
Content: ext-cust.squarespace.com.

Add at least one of the following, but Squarespace prefers all 4:

Host: @
Type: A
Content: 198.185.159.144

Host: @
Type: A
Content: 198.185.159.145

Host: @
Type: A
Content: 198.49.23.144

Host: @
Type: A
Content: 198.49.23.145

This should connect you to Squarespace's platform.

Please note that if your domain is not using our nameservers (has status "delegated"), the "Edit Zone Records" button will not be visible, and DNS changes would need to be made at the current nameserver provider.

In any case, once the change is made, please allow up to 24-48 hours for the changes to be effective in all locations -- it usually takes effect within the day, however. People who have not visited it before will tend to see the changes much quicker than people who have visited the domain prior to making the change.