Check to see if DA already has a DNS zone for the domain. If it does, remove it.
The most common reason for this to happen on a new install is that you've used your domain name as your hostname. If this is so, you'll have lots of other problems as well; look here for information.
If this is the problem, then change your hostname in the DirectAdmin control panel, not simply from the shell, and then look here to see how to look for what DA leaves behind so you can remove it.