Adding a Domain

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I have a virtual server that came with Plesk installed. We have the main domain name installed, DNS points to the host's server... so I installed a second domain and pointed it at the host's server as well but it doesn't work. Do I have to setup DNS inside my first domain and go that route? i.e. instead of pointing our second domain at ns1.virtualhost.com, do we need to send it to ns1.ourfirstdomain.com?