This question came from a user who migrated from a POP3 account to an Office 365 Small Business Exchange account:
I'm using Office 365 Small Business and went into the Office 365 website to add second domain but the "wizard" wants to change my primary account from my original domain to the new one. I just want to add a second domain to the account. How do I use Office 365 with two different email domains?
Don't let the dialog scare you. When you add a second domain to the account, it will want to change any accounts using *.onmicrosoft.com to the new domain but not addresses already using the first domain you added. Once the second domain is added to your account and the DNS updated, you can add a SMTP address that uses the new domain to existing mailboxes.
Start the wizard to add a domain to the Office 365 tenant and verifiy it following Microsoft's instructions.
After adding the domain and confirming you own it, the wizard will offer to update existing Office365 accounts to the new domain. It will only update addresses still using the onmicrosoft.com address. You will have the option to deselect any affected addresses or click Skip this step.
After the domain is added, edit each user's account to add a new address to their mailbox. You can add the address by editing the User account in the general admin center or by editing the mailbox in the Exchange admin center.
Office 365 Exchange Tips
All Small Business tenants should have access to the Exchange Admin Center, but if you don't you can log into the Exchange control panel at https://outlook.office365.com/ecp/ to edit the account and add additional addresses to a mailbox.
Secondary addresses are great for alternate spellings of your alias, or when you are changing domains or addresses as both the old address and the new address can be delivered to one mailbox and all replies will use the new email address.
Secondary addresses can receive email but not send mail; all outgoing mail is sent from the default SMTP address.
To reply from an address, create a shared mailbox and give your account Full Access and Send as permission. This adds the new, unlicensed mailbox to your profile. If you need to mail merge using this address, create a new Outlook profile for the account. Because it's unlicensed, you'll need enter your username and password to log on. Once logged in, it will work the same as a licensed mailbox. You can also use User Contacts or Distribution Lists to send from an address. See Send messages using additional Office 365 Exchange addresses for more information.