Yes, you can do this. It may seem a bit complicated at first, but once you do it, it becomes second nature.
* You registered a domain name and that company is the one that controls what is entered as the name servers for that domain.
* You need to get your own name servers. Either use some free ones, rent some, or run your own.
* You can then create all the A, MX, CNAME, etc. records you need to point to the servers/services/hosting providers you have.
If you PM me, I can help you with any of this. I do this all the time.