reverseDNS setup through powershell

I'm trying to setup reverse DNS for one of my VM's with a public IP.

I installed powershell and tried to follow the steps as described in the reversedns announcement article:

Set-AzureService -ServiceName "vmName" -Description "vmName with Reverse DNS" - ReverseDnsFqdn "server4.example.com"

vmName is the name of my vm in portal and the server4.example.com is my hostname of the vm. At my registrar I have setup a A record for the above domain pointing to the IP address of the VM (public IP). Is there anything else I need to do?

I am getting a "BadRequest: The reverse DNS FQDN server4.example.com. must resolve to one of ..."

I'm very new to Azure as you can see so will really appreciate any help :)

Thank you!