O que estou fazendo de errado
Você precisa remover os espaços em volta do = :
> nslookup
Default Server: UnKnown
Address: xxx.xxx.xxx.xxx
> set root=a.root-servers.net
> ...
> exit
Imprimir informações sobre comandos comuns
> ?
Commands: (identifiers are shown in uppercase, [] means optional)
NAME - print info about the host/domain NAME using default server
NAME1 NAME2 - as above, but use NAME2 as server
help or ? - print info on common commands
set OPTION - set an option
all - print options, current server and host
[no]debug - print debugging information
[no]d2 - print exhaustive debugging information
[no]defname - append domain name to each query
[no]recurse - ask for recursive answer to query
[no]search - use domain search list
[no]vc - always use a virtual circuit
domain=NAME - set default domain name to NAME
srchlist=N1[/N2/.../N6] - set domain to N1 and search list to N1,N2, etc.
root=NAME - set root server to NAME
retry=X - set number of retries to X
timeout=X - set initial time-out interval to X seconds
type=X - set query type (ex. A,AAAA,A+AAAA,ANY,CNAME,MX,NS,PTR,SOA,SRV)
querytype=X - same as type
class=X - set query class (ex. IN (Internet), ANY)
[no]msxfr - use MS fast zone transfer
ixfrver=X - current version to use in IXFR transfer request
server NAME - set default server to NAME, using current default server
lserver NAME - set default server to NAME, using initial server
root - set current default server to the root
ls [opt] DOMAIN [> FILE] - list addresses in DOMAIN (optional: output to FILE)
-a - list canonical names and aliases
-d - list all records
-t TYPE - list records of the given RFC record type (ex. A,CNAME,MX,NS,PTR etc.)
view FILE - sort an 'ls' output file and view it with pg
exit - exit the program
Leitura Adicional
- nslookup - Pesquisar endereços IP em um NameServer.