Navigate to 'Setup > App Setup > Emails > Sender Authentication', and click on 'New' as shown:
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Add the your domain and then click Save.
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Three CNames will be populated. Hover over the three CNames and copy them using Copy Value to be forwarded to your IT department to verify it on their end.
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You can have them emailed at the same time by clicking the Share button and adding the email of the intended recipient.

Once the domain is verified on your side, go back to the Sender Authentication tab and click Verify.
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You should see a 100% check mark next to your domain name.
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Now you are ready to send emails from your domain.
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After that, you will be able to send Fulfillment Action emails using your domain, such as sending from 'Prospect Owner' or from a 'Custom' email ending in your domain.