Win 2003 server DNS

I’m trying to make an DNS record for our intranet server with win 2003 server and I want it to be intranet.mycompany.se but I can’t make an A record with dots in it? or can I?
The intranet server is reach trough webclients.

The computername that runs the service is just called intranet. Do I mix up the dns and computername here??

I can now reach the intranet on http://intranet
But want it to be http://intranet.mycompany.se instead.
*mycompany is not the real name =)