I recently aquired a domain from GoDaddy, but find their zone file editing rather bad, since it won't let me do double subdomains, like bb.api.example.com, which are possible, since other web hosts can do that. 

I have figured out I need to install BIND on my Ubuntu server - which sounds reasonable to me after reading up on it. How would I configure my domain then to use the zone file that's on my server, and not the one GoDaddy has? I suppose this might have something to do with the domain's nameservers or something.

Any help is appreciated!