On a freshly installed kloxo, you need to add DNS template first before you would be able to add a domain. This message will keep popping up everytime you try to add a new domain.
Click that link on the message or go to Admin Home and look for DNS templates and click on it.
DNS Template Name : you name choice
Web Ipaddress : ip address of your server (your server ip is shown by default)
Mail Ipaddress : ip address of your server (your server ip is shown by default)
Primary DNS : your nameservers
Secondary DNS : your nameservers
Change it and click Add.
Now you are ready to add your new domain.