What you are after are called "glue records".
A glue record is the IP address of a name server held at the Domain
Name registry.
Glue records are required when you wish to set the name servers of a
domain name to a hostname under the domain name itself.
For example if you wished to set the name servers of example.com to
ns1.example.com and ns2.example.com you would need to also provide the
glue records (i.e. the IP addresses) for ns1.example.com and
ns2.example.com.
If you did not provide the glue records for these name servers then
your domain name would not work as anyone requiring DNS information
for it would get stuck in a loop:
What is the name server for example.com? -> ns1.example.com What is
the IP address of ns1.example.com? -> don't know, try looking at name
server for example.com What is the name server for example.com? ->
ns1.example.com
...and so on.
With the glue record in place the registry will hold the IP address
and the loop will not occur:
What is the name server for example.com? -> ns1.example.com What is
the IP address of ns1.example.com? -> [IP Address]
http://faq.domainmonster.com/dns/glue_record/