@Jim, you may already know this but:
Make sure that you are listed as the administrative contact and registrant on your domain first. You can check this out by going to http://whois.godaddy.com and entering your domain name.
A lot of times, if the ISP set up the domain name for you they may be listed as the owner instead. If so, request that they update the domain name at the registrar with your contact information and email address as the Administrative contact *AND* as the Registrant (owner) of the domain name.
Next, find out who your Registrar is. (This is a company like GoDaddy.com, NetworkSolutions.com, etc. that actually issues the domain names.) You can also find this information on the whois link above. Make sure you have access to the Registrar account for your domain name. (You can check with your ISP, or if you are listed as the registrant/administrative contact, you can contact the Registrar for help.) Most registrars provide DNS services for your domain at no extra charge. You can work through their tech support department or through their help documentation for instructions specific to their website on how to make the DNS changes.
If all that fails, I use DNSmadeEasy.com to manage DNS services for multiple clients. It isn't free, however, which is why I lean toward using your registrar company if possible.
Hope this is helpful! :)