Setting PTR record in PowerShell not working

Hi,

I am trying to set the rDNS record for my Public IP to mail.mydomain.at (of course "mydomain" is replaced with the right value here) using the power shell command:

Set-AzureService myService -ReverseDnsFqdn "mail.mydomain.at."

but constantly getting the following error:

Set-AzureService : BadRequest: The reverse DNS FQDN www.mydomain.at. must resolve to one of: a). the DNS name of
this Hosted Service (myservice.cloudapp.net), b). the DNS name of a different Hosted Service in this subscription
(xxxx-xxxx-xxxx-xxxx-xxxxxxxx), c). a Reserved IP belonging to this subscription, or d). the IP of a
deployment or of a VM in this subscription.
OperationID : '066a81d4a47c7062a99b01d3b8afae57'
At line:1 char:1
+ Set-AzureService myService -ReverseDnsFqdn "www.mydomain.at."
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : CloseError: (:) [Set-AzureService], ComputeCloudException
    + FullyQualifiedErrorId : Microsoft.WindowsAzure.Commands.ServiceManagement.HostedServices.SetAzureServiceCommand

When doing "nslookup mail.mydomain.at" it is resolving to the IP associated with my subscription, so criteria c) is clearly fulfilled (I also tried changing it to a Cname of criteria a), but it had the same result).

Can anyone help me whats wrong here?

Thanks in advance,

Georg