If you tried to change your DNS servers and you received a red warning message or they did not save, this means that the DNS have not been correctly configured yet and are not responding authoritatively to your domain.
Some extensions (e.g.: .com.br, .fr, .no, .fi, .at, .de & more) require that the DNS servers respond in an authoritative way before you can change them. This is called a "zonecheck" and the requirements vary from country to country.
If you are getting non-authoritative responses to your DNS, please contact your hosting provider and ask them to set up their servers so that they respond in an authoritative way to your domain. You will be able to change your DNS servers without problems once this is done.
You can check if your DNS servers are authoritative in NsLookup. In "Domain" enter your domain name and in "Server" enter the DNS server.